Question: THIS IS ALL THE INFO I HAVE. NO MISSING DATA, ITS ALL. I HOPE YOU CAN HELP ME. Suppose you have a portfolio where its
THIS IS ALL THE INFO I HAVE. NO MISSING DATA, ITS ALL. I HOPE YOU CAN HELP ME. Suppose you have a portfolio where its average profitability is 6% and the standard deviation for that market is 2.6% daily. a. What would be the value of VaR for a confidence level of 95%, in a time of 2 Day? b. Describe the VaR in monetary value for this portfolio if its capital is $ 290,000.00
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