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i have confuse with the question Jonas Chemical Systems, in the topic of appraisal investment,
regarding the VAR.
information
the NPV of project = $1.965m
The volatility attaching to the net present value of $1.02 million (given)
the answer show (1.965m- 0)/1.02 = 1.9265m
and i know how to find 97.3%, but just dont really understand why we need to calculate thisand in the answer, VAR are calculate using 95% and 99% rather than 2.7% (100-97.3)
The current edition of the BPP Revision Kit does not contain a question called Jonas Chemical Systems.
If it is marked as being a past exam question then say which past exam and I will find it.
(Have you watched my free lectures on VaR? )
yes sir, i have watch ur VAR lecture, and i more understand after watch thx with appreciated, but when doing the question, i confuse again.
by the way, sir, it isnt past year question, i take the question from BPP revision kit of 2016-2017 and it is question 18
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