You currently have $100,000 invested in Oracle. Given a daily standard deviation of 1.16% and a daily

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You currently have $100,000 invested in Oracle. Given a daily standard deviation of 1.16% and a daily mean return of 0.06%, calculate the monthly value at risk at the 99% (z-score 2.326) confidence level.

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Operations Management Managing Global Supply Chains

ISBN: 978-1506302935

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Authors: Ray R. Venkataraman, Jeffrey K. Pinto

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Posted Date: Feb 27, 2024 07:34 AM

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You currently have $100,000 invested in Oracle. Given a daily standard deviation of 1.16% and a daily

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Operations Management Managing Global Supply Chains

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