Question: Repost: The previous expert wasted my question How do I solve this exercise in excel Principal Component Analysis (PCA) is a stable and good way

Repost: The previous expert wasted my question

How do I solve this exercise in excel

Repost: The previous expert wasted my question How do I solve this

Principal Component Analysis (PCA) is a stable and good way of calculating VaR on a portfolio using a model building approach There has been several attempts to estimate factors for a PCA analysis. The well known model, for a long period of time, below can be used Factor loadings Factor scores Question 2.3 What is the 99%10 day VaR for the portfolio using all three factors estimated in the PCA model Would you use all the factors in reality Principal Component Analysis (PCA) is a stable and good way of calculating VaR on a portfolio using a model building approach There has been several attempts to estimate factors for a PCA analysis. The well known model, for a long period of time, below can be used Factor loadings Factor scores Question 2.3 What is the 99%10 day VaR for the portfolio using all three factors estimated in the PCA model Would you use all the factors in reality

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