marian4842 marian4842
  • 02-11-2018
  • Business
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Suppose you've estimated that the fifth-percentile value at risk of a portfolio is 230%. now you wish to estimate the portfolio's first-percentile var (the value below which lie 1% of the returns). will the 1% var be greater or less than 230%?

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dernst041 dernst041
  • 02-11-2018
The 1percent variable will be less than 230 Percent
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