Question: Using the historical simulation based on a rolling window method, What is the 10 day VaR for the portfolio of shares at a confidence level

Using the historical simulation based on a rolling window method,

What is the 10 day VaR for the portfolio of shares at a confidence level of 99%. using a holding of 10,000 BHP shares (BHP.ax) and 10,000 CBA shares (CBA.ax), held on March 1, 2023 (you are working out the risk position assuming that you own these shares before the open of trading that day).

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