Question: Size of Portfolio - USD 10 Mn , Std dev per day - 1.50% , Trading days - 250 , Confidence interval - 99% ,

Size of Portfolio - USD 10 Mn , Std dev per day - 1.50% , Trading days - 250 , Confidence interval - 99% , corresponding z-score 2.576 . Question: Compute 7 day VAR

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Size of Portfolio - USD 10 Mn , Std dev per day - 1.50% , Trading days - 250 , Confidence interval - 99% , corresponding z-score 2.576 . Question: Compute 1 day VAR, 7days VAR, and 10 days VAR

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