Value at Risk

This topic has 4 replies, 2 voices, and was last updated 10 years ago by John Moffat.

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October 19, 2015 at 1:19 pm #277521
Jurgita
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I do not understand value at risk consept when evaluating projects.
Worked on q 16 in BPP R&P KIT DEC2015.
Can you please explain.
October 19, 2015 at 5:35 pm #277599
John Moffat
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Best is for you to watch the free lecture on value at risk.
It is the first link on this page:
https://opentuition.com/acca/p4/acca-p4-lectures/
If you still have problems with the question you mention, then ask again but please give the name and which exam it was in 🙂
October 19, 2015 at 6:42 pm #277622
Jurgita
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Thank you for your reply, I will watch the video and go over the question again
October 19, 2015 at 10:03 pm #277678
Jurgita
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It’s q 16 part b bpp r&p kit for exams up to June 2015 if that’s any good.
I have npv given $1.965 at 8%,then volatility attaching to npv of $1.02 ;I checked the answer but could not understand where they get probability of 97.3, where should I start?
Many thanks
October 20, 2015 at 7:16 am #277735
John Moffat
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I only have the current edition of the BPP Revision Kit (exams up to June 2016) and question 16 in this edition does not have value at risk.
If you tell me the name of the question then I will see if it is there but with a different question number.
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