Suppose you invested $50,000 in a stock with mean return of 9% and variance of return of
Fantastic news! We've Found the answer you've been seeking!
Question:
Suppose you invested $50,000 in a stock with mean return of 9% and variance of return of 225. Assuming an approximately normal distribution, what is the Value at Risk with 5% and 15% probability of error?
Related Book For
Fundamentals of corporate finance
ISBN: 978-0073382395
9th edition
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan
Posted Date: