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The name of the Question is Jonas Chemical Systems.
Part B
I. Is volatility and standard deviation the same thing?2. In the BPP text they worked Z=(npv-0)/volatility. Why was tjos calculation necessary and how did they come up with 97.3% probability.
3. Why did they work out the VAR for two confidence levels.
Can u please provide some clearance.
I do not have a BPP Study Text and so I cannot help you.
What might help you is to watch the free lecture on VAR (it is on the list of the free P4 lectures).
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