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Assuming a $10m investment in one stock, compute the 95% and 99% VaR for stocks A and B over 1-day 10-day and 20-day horizons

Assuming a $10m investment in one stock, compute the 95% and 99% VaR for stocks A and B over 1-day, 10-day, and 20-day horizons.

Apr 02 2020 View more View Less

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