Please Calculate the 10-Day Value-At-Risk (VaR) for This 2-Million USD

question 12

Multiple Choice

Please calculate the 10-day Value-at-Risk (VaR) for this 2-million USD portfolio.

• A) $ 99,864.02
• B) $111,842.52
• C) $115,627.25
• D) $131,529.81
• E) $135,784.62

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Definitions:

Objective Evidence

Information based on facts that can be proved through analysis, measurement, and observation.

Personal Feelings

An individual's subjective experience of emotions, distinct from the objective, external causes of those emotions.

Mental Disorders

Health conditions involving significant changes in thinking, emotion, or behavior, and distress or problems functioning in social, work, or family activities.

Mental Activity

The cognitive processes of thinking, reasoning, problem-solving, and processing information.