Project value at risk

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July 20, 2015 at 5:07 pm #261165
ildephonse
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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.
July 20, 2015 at 7:56 pm #261179
John Moffat
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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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