Your $2 million portfolio consists of 25% Evans stock with = 0.16, ? = 0.22 and 75% Indy stock with = 0.09, ? = 0.12. The correlation coefficient is 0.65. What is the value at risk over 1 day at a 99% confidence level? Assume 252 days per year
A) $27,976
B) $37,976
C) $47,976
D) $57,976
B
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Answer the following statement true (T) or false (F)
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Answer the following statement true (T) or false (F)
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