Question: Using the information provided, calculate Value at Risk: Portfolio value = $50,000,000 Expected return on the portfolio = 3% Standard deviation of the expected return

Using the information provided, calculate Value at Risk:

Portfolio value = $50,000,000

Expected return on the portfolio = 3%

Standard deviation of the expected return on the portfolio = 0.75%

VAR 95% = $_____________________

Can you please show step by step how to solve this problem above.

Thank you!

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