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elf_fu elf_fu
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6 years ago
You own $4 million of Jacko Corp. The expected return is 14.0% and σ = 0.20. What is the value at risk over 4 weeks at a 99% confidence level?
A) $383,000
B) $413,000
C) $453,000
D) $473,000
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
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phuongha2892phuongha2892
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#1
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6 years ago
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elf_fu Author
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6 years ago
Helped a lot
vanna2014
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Yesterday
Smart ... Thanks!
Lawson1981
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2 hours ago
Thanks
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