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Project value at risk

Iildephonse11y ago
Hi sir, The 5 percent VAR is 1.645 and 1 percent VAR is 2.33. I would like to ask : what the 10% VAR is ? Tks.
John MoffatJohn MoffatTutor11y ago#1
Have you watched the lecture on value at risk? To be asked for 10% is very unlikely, but you need to look up in the tables how many standard deviations give an answer of 40% (i.e. 0.40 )
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