Year Return 2014 -30% 2015 -25% 2016 40% 2017 -10% 2018 15% Mean of Returns= -2% Standard

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Question:

Year	Return
2014	-30%
2015	-25%
2016	40%
2017	-10%
2018	15%

Mean of Returns= -2%

Standard deviation of the returns= 29.28 %

What is VaR at 1% level? (without using excel)

Related Book For answer-question

Income Tax Fundamentals 2013

ISBN: 9781285586618

31st Edition

Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill

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Posted Date: Feb 09, 2024 11:40 PM

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Year Return 2014 -30% 2015 -25% 2016 40% 2017 -10% 2018 15% Mean of Returns= -2% Standard

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Income Tax Fundamentals 2013

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