Top Posters
Since Sunday
a
5
k
5
c
5
B
5
l
5
4
C
4
s
4
a
4
t
4
i
4
r
4
Home Q & A Board Science-Related Homework Help Health, Nutrition, and Food Sciences
New Topic  
Thierryp Thierryp
wrote...
Go to Answer
Posts: 1064
Rep: 5 0
6 years ago
A stock has a price of $42.63 and pays no dividend. The historical standard deviation of the stock is 18% and the expected return on the stock is 11%. At the 95% confidence level, what is the Tail VaR over the next 270 days?
A) $2.13
B) $6.56
C) $9.71
D) $40.50
Textbook 
Choosing Health

Choosing Health


Edition: 2nd
Authors:
Read 99 times
2 Replies
Sooner or later, those who win are those who think they can.
Replies
Answer verified by a subject expert
RaecocoRaecoco
wrote...
#1
Posts: 462
Rep: 11 0
6 years ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here
1

Related Topics

Thierryp Author
wrote...
#2
6 years ago
Thanks once again
Sooner or later, those who win are those who think they can.
New Topic      
Quick Reply
Explore
Post your homework questions and get free online help from our incredible volunteers
  1284 People Browsing
 101 Signed Up Today
Start New Topic Take the Tour CoursesNew Study Tools Topics Trending Browse by Textbook
Live Chat
Related Images
  
 875
  
 314
  
 331
Your Opinion
How often do you eat-out per week?
Votes: 79
Previous poll results: Do you believe in global warming?