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elf_fu elf_fu
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6 years ago
Your portfolio is worth $200,000. The standard deviation of its annual returns is 0.20 and the expected return is 11.0%. What is the 2-week value at risk at a 95% confidence level?
A) $12,058
B) $13,058
C) $14,058
D) $15,058
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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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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#2
6 years ago
Thank you Heavy Heart
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