Best writers. Best papers. Let professionals take care of your academic papers

Order a similar paper and get 15% discount on your first order with us
Use the following coupon "FIRST15"
ORDER NOW

Suppose that the one-day VaR with a confidence level of 90% is $2 million and the one-day expected shortfall is $2 million. Using the assumption that the distribution of changes in the portfolio value is normal with mean zero, the one-day 95% VaR is 2.567 Select one: a. can not be determined b. 1.367 c. no answers d. 2.567

/in /by

Suppose that the one-day VaR with a confidence level of 90% is $2 million and the

one-day expected shortfall is $2 million. Using the assumption that the distribution

of changes in the portfolio value is normal with mean zero, the one-day 95% VaR is

 

2.567

Select one:

a. can not be determined

b. 1.367

c. no answers

d. 2.567

 
Looking for a Similar Assignment? Order now and Get 10% Discount! Use Coupon Code "Newclient"