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

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 (0.99) = 2.3263

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