Estimate the ten percent VaR

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Reference no: EM131983044

VM Corporation has receivables of SGD 500,000 in 90 days. The SGDUSD spot is 0.85. The forecast of the SGD in 90 days is provided in the following table.

Value Probability

0.77– 0.79 5%

0.80– 0.82 5%

0.83– 0.85 25%

0.86– 0.88 25%

0.89– 0.93 30%

0.94– 0.96 5%

0.97– 0.99 5%

Estimate the 10 percent VaR.

Reference no: EM131983044

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