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

question 21

Multiple Choice

Find the VAR for a portfolio of $100M with daily standard deviation of 0.5% over 30-day period.Note: z_1% = 2.326

• A)Below $5M
• B)Between $5M and $10M
• C)Between $10M and $20M
• D)Above $20M

---

Definitions:

Set Limits

The act of establishing boundaries or rules in a relationship, interaction, or environment to maintain order and protect well-being.

Contracting

A process in professional services, particularly in therapy or social work, that involves establishing agreements on the goals, roles, and responsibilities between a service provider and client.

Declarative Statements

Sentences that make a statement or express an opinion or fact, typically in a straightforward and unequivocal manner.

Directives

commands or instructions given with authority, often used in legal, professional, or organizational contexts.