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2 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
Edition: 3rd
Author:
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2 years ago
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A year ago
Thank you Heavy Heart
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