What is one percent one-day historical var in dollar terms

Assignment Help Financial Accounting

Reference no: EM132811108

Problem 1: The vector q11.r contains the daily returns on a portfolio. The returns are in percentage terms, i.e. a number 1.2 stands for 1.2%. Assume the initial investment is $100,000. What is the 1% one-day historical VaR in dollar terms? Answer in decimal representation, and keep at least 2 decimal places. Your answer should be the number only, without units.

Reference no: EM132811108

Questions Cloud

Ethnicity and cultural competence : Appraise the level of racial, ethnic, and cultural diversity in the organization, particularly in relation to Title VII of the Civil Rights Act of 1964,

Calculate the current price if the required return on stock : Afterwards, the company will maintain a constant 6% growth rate in dividends. Calculate the current price if the required return on stock is 8%.

What is the break-even point in units : If Hart sells $450,000 of bicycles, how much would the net income (after taxes) be? What is the break-even point in UNITS

How you will apply skill to completing the capstone project : For this Discussion, you will examine resources on critical thinking and the "Capstone Project Required Content Overview" to explain the importance of critical.

What is one percent one-day historical var in dollar terms : The vector q11.r contains, What is the 1% one-day historical VaR in dollar terms? Answer in decimal representation, and keep at least 2 decimal places.

Find normal spoilage during march amounted to : Find Normal spoilage during March amounted to. XYZ Corporation begins the month of March with 10,000 units in beginning inventory of work-in-process

Calculate the total deduction andrew can take : Andrew would like to deduct the maximum amount possible. Calculate the total deduction Andrew can take with respect to the car for 2019

Determine which would be best now and in the future : Determine which would be best now and in the future. Consider whether renting or buying a home is the best approach to achieving your long-term financial goals.

Competitiveness and inventory management : To be competitive, many fast-food chains expanded their menus to include a wider range of foods. Although contributing to competitiveness,

User Account

All Pages