10-75 What Is the 10-Day VAR Assuming the Daily Returns

question 67

Multiple Choice

10-75 What is the 10-day VAR assuming the daily returns are independently distributed?

• A)-$714,009.31
• B)-$778,270.16
• C)-$389,135.09
• D)-$428,405.58
• E)-$471,246.16

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