Question: Use the spreadsheets on the authors web site to calculate the one-day 99% VaR, using the basic methodology in Section 20.2 if the four-index portfolio

Use the spreadsheets on the author’s web site to calculate the one-day 99% VaR, using the basic methodology in Section 20.2 if the four-index portfolio considered in Section 20.2 is equally divided between the four indices.

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