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:

One-tailed Hypothesis

A hypothesis that specifies the direction of an expected difference or relationship, testing for the possibility of an effect in one direction only.

Two-tailed Hypothesis

A hypothesis test that considers both directions of effects by investigating the possibility of a relationship in two ways, either greater than or less than.

Valid Hypothesis

A scientifically grounded assertion that can be tested through empirical research or experimentation to be either supported or refuted.

Research Hypothesis

A specific, testable prediction about the expected outcome in a study, often indicating a predicted relationship between variables.