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Find the VAR for a Portfolio of $100M with Daily

question 19

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Find the VAR for a portfolio of $100M with daily standard deviation on return of 0.5% over 30-day period.Note: z1% = 2.326


Definitions:

Self-actualization

The accomplishment or manifestation of one’s inherent abilities and possibilities, perceived as a universal impulse or requirement found in humans.

Autonomy

The capacity to make an informed, uncoerced decision or the right of individuals to direct their own lives.

Competence

The ability and skill to efficiently perform a task or job, often measured against a standard or benchmark.

Intrinsic Motivation

The drive to engage in an activity for its own sake, without the influence of external rewards or pressures.

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