Interpret the given statements about value at risk

Reference no: EM131318704

Interpret the following statements about Value at Risk so that they would be easily understood by a nontechnical corporate executive:

a. VAR of $1.5 million, one week, probability = 0.01.

b. VAR of $3.75 million, one year, probability = 0.05.

Reference no: EM131318704

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