What is the 5% VaR over a 2-month horizon of $5 million invested in a fund whose

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What is the 5% VaR over a 2-month horizon of $5 million invested in a fund whose annual returns in excess of the risk-free rate are assumed to be normally distributed with (annual) mean 7% and volatility 20%?

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Spreadsheet Modeling and Decision Analysis A Practical Introduction to Business Analytics

ISBN: 978-1285418681

7th edition

Authors: Cliff Ragsdale

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Posted Date: May 19, 2023 08:00 AM

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What is the 5% VaR over a 2-month horizon of $5 million invested in a fund whose

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Spreadsheet Modeling and Decision Analysis A Practical Introduction to Business Analytics

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