There are 50,000 shares in stock A. The price of stock A is $597.95. The mean returns

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There are 50,000 shares in stock A. The price of stock A is $597.95. The mean returns of Stock A are 500% and the standard deviation of the stock is 70%. What is the 1-day VaR of stock A?

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Financial accounting

ISBN: 978-0132751124

9th edition

Authors: Walter T. Harrison Jr., Charles T. Horngren, C. William Thom

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Posted Date: May 02, 2023 03:01 AM

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There are 50,000 shares in stock A. The price of stock A is $597.95. The mean returns

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To calculate the 1day Value at Risk VaR of stock A we need to use the mean return and standard devia... View the full answer

Financial accounting

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