What is the three day value at risk for the portfolio

Reference no: EM132046877

Question: A portfolio consists of $450,000 in Google stock and $600,000 in Disney stock. Volatility on a daily basis are 2.2 % and 1.4% respectively with a correlation coefficient of .35 between the two stocks. What is the three day 99% value at risk for the portfolio? Explain what the number means. The response must be typed, single spaced, must be in times new roman font (size 12) and must follow the APA format.

Reference no: EM132046877

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