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For a US based investor, what is the 10-day value-at risk at the 95% confidence...

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For a US based investor, what is the 10-day value-at risk at the 95% confidence level of a long spot position of EUR 15m, where the volatility of the underlying exchange rate is 16% annually. The current spot rate for EUR is 1.5. (Assume 250 trading days in a year).

A.

526400

B.

2632000

C.

1184400

D.

5922000

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