Question: USE EXCEL SOLVE PLS, SHOW EXCEL FORMULA PLS!!!!!!!!!!!!!!!!!!!!!! The probability that the loss from a portfolio will be greater than $10 million in one month

USE EXCEL SOLVE PLS, SHOW EXCEL FORMULA PLS!!!!!!!!!!!!!!!!!!!!!!

The probability that the loss from a portfolio will be greater than $10 million in one month is estimated to be 1%.

a) What is the loss that has a 0.1% chance of being exceeded, assuming the change in value of the portfolio is normally distributed with zero mean?

b) What is the loss that has a 0.1% chance of being exceeded, assuming the power law applies with = 3?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Q:

USE EXCEL SOLVE PLS, SHOW EXCEL FORMULA PLS!!!!!!!!!!!!!!!!!!!!!! The probability that the loss from a portfolio will be greater than $10 million in one month is estimated to be 1%. a) What is the...

Q:

Hi, please provide detailed solution for these two questions. Thank you. RSM 333 Spring 2017 Assignment #2 Due Monday, February 6th @ 4pm in Commerce Office Problem #1: (20 marks) Project Analysis /...

Q:

6. The probability that the loss from a portfolio will be greater than $10 million in one month is estimated to be 5% (that is, VaR95%(L) = $10). (a) What is the one-month 99% VaR assuming the change...

Q:

Solve the following problems. Show all your work to receive credit. 1. Ashley Foods, Inc. has determined that any one of five machines can be used in one phase of its chili canning operation. The...

Q:

Skip to main content Final Course Test due Mar 22, 2021 20:23 EET TestInstructions: Please carefully read through each question and respond as instructed. We have provided the Excel file...

Q:

2. Suppose LA and LB are (bivariate) normally distributed losses, with E(LA)=E(LB) = 0, and standard deviations A=B=12. Find VaR99%(LA + LB) for each of the following three values of the correlation,...

Q:

1 (25 marks) 1.1 An analyst for LevelUP gathered the following information regarding a futures contract: Current spot-market price of R60 The continuous compounded risk-free interest rate of 8.5% per...

Q:

6. The probability that the loss from a portfolio will be greater than $10 million in one month is estimated to be 5% (that is, VaR9500(L) = $10). (a) What is the one-month 99% VaR assuming the...

Q:

Financial information Technology Out of Class Assignment: Excel #2: Portfolio Optimization Due 5/3/21 Students will be required to complete an analysis using the solver function within EXCEL. The...

Q:

pls show the excel formulas on how to get answer. Perfect Parties, Inc has several divisions, one of which provides bitthday porties at their facility, and bas provided the actual and planning budget...

Q:

Gloria Black was new employee to ABC Business, she is a single parent living with her 17-year-old son---Mark, who studied fulltime (four months) this year. Mark's tuition fees for 2018 are $2000....

Q:

(b) For the wave function in part (a), determine the possible values of the total angular momentum of the electron if the electron spin is included. Hence, calculate the possible values of the...

Q:

The traditional focus on the financial and technical aspects of an information system tends to cost from blank

Q:

Evaluate the Uber Express Pool development project.

Q:

What is the purpose of the staffing practice called Two-in-aBox?

Q:

What would you do?

Q:

Define each of the following workplace flexibility practices: a. flextime b. compressed workweek c. job sharing d. telecommuting