PRMIA 8008 Question Answer
For a security with a daily standard deviation of 2%, calculate the 10-day VaR at the 95% confidence level. Assume expected daily returns to be nil.
8008 PDF/Engine
- Printable Format
- Value of Money
- 100% Pass Assurance
- Verified Answers
- Researched by Industry Experts
- Based on Real Exams Scenarios
- 100% Real Questions
Get 65% Discount on All Products,
Use Coupon: "ac4s65"
