Question: What is the 1% 10-day normal linear VaR for a portfolio with value $10m which is expected to return the discount rate with a volatility

What is the 1% 10-day normal linear VaR for a portfolio with value $10m which is expected to return the discount rate with a volatility of 25%? You are given that 1(0.99)=2.32631(0.99)=2.3263.

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