What is the probability that the end-of- day portfolio value

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What is the VaR 1-day, 95%? To be clear, I am interested in the maximum number of dollars we might lose over a one-day period at a 95% level of confidence.

What is the VaR 1-day, 99%?

What is the probability of a loss of more than $5 million by day-end (i.e., what is the probability that the end-of- day portfolio value is less than $245 million)?

Reference no: EM131927035

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