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.
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Project value at risk
10y ago#1Have 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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