You calculated that the average return of your portfolio is 4% and the standard deviation is 16%,
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You calculated that the average return of your portfolio is 4% and the standard deviation is 16%, what is the value at risk (VaR) at 5% for your portfolio?
Related Book For
Fundamentals Of Corporate Finance
ISBN: 9780135811603
5th Edition
Authors: Jonathan Berk, Peter DeMarzo, Jarrad Harford
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