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If the 1-day VaR of a portfolio is $25m, what is the 10-day VaR for...

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If the 1-day VaR of a portfolio is $25m, what is the 10-day VaR for the portfolio?

A.

$7.906m

$79.06m

B.

$250m

C.

Cannot be determined without the confidence level being specified

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