Student Number is 5 so pick one with 5

Ticker Symbol Ticker Symbol Last digit of student number 0 1 2 3 4 MSFT JNJ PRU NXT TSLA Last digit of student number 5 6 7 8 9 ABBV NVDA OCDO ULVR AMZN 2. Value at Risk 15 marks a) Using the last digit of your student number, select the correct two-asset portfolio from the table below. Manually calculate the Value at Risk for the portfolio, showing each stage of your calculations. [10 marks] Confidence Level Correlation 0.4 0.3 Last digit of student number 0 1 2 3 4 5 6 7 8 9 99% 99% 95% 95% 99% 99% 95% 95% 99% 99% Portfolio Value 100,000 200,000 160,000 180,000 100,000 120,000 160,000 140,000 160,000 180,000 Asset 1 Weight Standard Deviation 70% 4% 60% 3% 80% 4% 70% 5% 75% 7% 50% 6% 60% 4% 80% 5% 70% 4% 75% 5% Asset 2 Weight Standard Deviation 30% 6% 40% 7% 20% 6% 30% 7% 25% 9% 50% 4% 40% 8% 20% 9% 30% 8% 25% 7% 0.25 0.3 0.4 0.25 0.4 0.3 0.4 0.25 b) In your own words, briefly describe the advantages and disadvantages of the Value at Risk measure. Activate Windo Ticker Symbol Ticker Symbol Last digit of student number 0 1 2 3 4 MSFT JNJ PRU NXT TSLA Last digit of student number 5 6 7 8 9 ABBV NVDA OCDO ULVR AMZN 2. Value at Risk 15 marks a) Using the last digit of your student number, select the correct two-asset portfolio from the table below. Manually calculate the Value at Risk for the portfolio, showing each stage of your calculations. [10 marks] Confidence Level Correlation 0.4 0.3 Last digit of student number 0 1 2 3 4 5 6 7 8 9 99% 99% 95% 95% 99% 99% 95% 95% 99% 99% Portfolio Value 100,000 200,000 160,000 180,000 100,000 120,000 160,000 140,000 160,000 180,000 Asset 1 Weight Standard Deviation 70% 4% 60% 3% 80% 4% 70% 5% 75% 7% 50% 6% 60% 4% 80% 5% 70% 4% 75% 5% Asset 2 Weight Standard Deviation 30% 6% 40% 7% 20% 6% 30% 7% 25% 9% 50% 4% 40% 8% 20% 9% 30% 8% 25% 7% 0.25 0.3 0.4 0.25 0.4 0.3 0.4 0.25 b) In your own words, briefly describe the advantages and disadvantages of the Value at Risk measure. Activate Windo