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Home Q & A Board Science-Related Homework Help Health, Nutrition, and Food Sciences
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Villesa Villesa
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6 years ago
A stock has a price of $50 and pays no dividend. The historical standard deviation of the stock is 25% and the expected return on the stock is 12%. At the 95% confidence level, what is the Tail VaR over the next 6 months?
A) $2.50
B) $13.63
C) $22.36
D) $47.50
Textbook 
Choosing Health

Choosing Health


Edition: 2nd
Authors:
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GlyphGlyph
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6 years ago
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Villesa Author
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6 years ago
Just got PERFECT on my quiz
kiara23247843
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Yesterday
Thanks
sudenzia
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2 hours ago
Brilliant ツ
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