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Good day Sir,
I hope all is well. Sir, I am having a bit of trouble with part c of this question. Could you kindly explain how the standard deviation bit came about. Thanks!
You are not the only one have trouble with this part 🙂
This question was set by the previous examiner (and this is one of the reasons that he is no longer the examiner!).
Although the current examiner does examine value at risk, his questions are more sensible (and if you are unsure about VaR in general then do watch my free lecture – it is fairly short and is linked from the main P4 page. If anything in it does not make sense to you then do ask.)Because of what I have written above, I gave up bothering trying to sort out what on earth he is doing!! Sorry 🙁
You’re hilarious! I appreciate the honesty….I am comfortable with that aspect of the material. Thanks!
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