Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
An investment has a 92% chance of making a profit of $10 million, a 1.5% chance of losing $4 million, a 3% of losing $6 million, and a 3.5% chance of losing $16 million.
A) What is the VaR for this investment when confidence level is 90%, 95%, or 99%?
B) What is the expected shortfall when the confidence level is 95%?
C) Suppose there is another independent investment with the following profile: a 94% change of making $3 million and a 6% change of losing $5 million. What is the VaR for a portfolio consisting of the two investments when the confidence level is 95%?
D) What is the expected shortfall for the portfolio in C) when the confidence level is 95%?
E) Does VaR in C) satisfy the subadditivity condition? How about the expected shortfall in D)?
Hint: for A), please realize that we have only three possible values; go from the gain to the loss until the total probability is bigger than 95%. For C), enumerate all the possible combinations of losses and gains, and then identify the 95 percentile.
Q. Availability of fresh issue of equity? A fresh issue of equity finance mayn't be readily available to a listed company or may be available on terms that are unacceptable wit
Determine the Features of Accounting information system Accounting information system must have certain features which are common to all valid information systems within a bus
how long does it take to make an assignment
Q. What is Demands For Grants? The budget proposals of the expenditures to be met out from the "Consolidated fund of India" should be presented in the form of Demands for Grant
Between 1986 and 2000 Textron dividend changes were described by the following equation: DIVt " DIVt"1 ! .36(.26 EPSt " DIVt"1) What do you think were (a) Textron’s target payout r
Preparation of cashflow statements IAS 7 recommends that the cashflow statement can be prepared using two methods:- I) Direct method Whereby, cash from operations is deter
Four major qualitative characteristics of accounting information There are four major qualitative characteristics which influence usefulness of accounting information. Additio
Trustees right to be indemnified Trustees have, however, a right to be indemnified: 1. Out of trust property, for all expenses properly incurred in the execution of the tru
Impact of joint Audit on financial reporting quality
Foreign Corporation - A corporation that isn't organized under the laws of ones territories or states. Taxing of foreign corporations relies on whether corporation has Nexus or eff
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd