The text calculates a VaR estimate for the example in Table 22.9 assuming two factors. How does
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The text calculates a VaR estimate for the example in Table 22.9 assuming two factors. How does the estimate change if you assume (a) one factor and (b) three factors.
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If we assume only one factor the model is P 005 f 1 The standard devia...View the full answer
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