Boogates1819 Boogates1819

27-05-2023
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Your portfolio has a one-day Value at Risk of $55,000 at the 95% level. What is the six- day Value at Risk at the 99% level. ? (Round your answer to the nearest dollar) a. $190,244 b. There is insufficient information to answer this question. c. $134,721 d. $77,667

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