Maximum expected loss on a stock

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Reference no: EM131230581

Value at Risk

a. How is the maximum expected loss on a stock affected by an increase in the volatility (standard deviation), based on a 95 percent confidence interval?

b. Determine how the maximum expected loss on a stock would be affected by an increase in the expected return of the stock, based on a 95 percent confidence interval.

Reference no: EM131230581

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