Suppose a $1 billion portfolio has a one-week 95% Value At Risk (VAR) equal to...
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Accounting
Suppose a $1 billion portfolio has a one-week 95% Value At Risk (VAR) equal to $10 million. One would expect that over a period of one week the portfolio may lose $---- with a probability of ---%.
A. $50 million 95% B. $10 million 95% C. $50 million 5% D. $10 million 5%
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