[Content removed at user request]
Ask the Tutor ACCA AFM
VAR
I am not quite sure what you are asking.
We multiply the z value from the tables by the std dev'n x the square root of 5 (because it is over 5 years).
Have you not watched my free lectures on VaR?
But I explain this in my free lectures - again, have you watched them?
(You cannot expect me to type out all my lectures here).
They are found by working backwards using the normal distribution tables provided. There is no need to do it to three decimal places - just using the nearest to 2 decimal places in the tables is sufficient rather than apportioning between two values.
That is correct :-)
Sign into reply to this topic.
