##### Q-70.
A commodity-trading firm has an options portfolio with a two-day Value-at-Risk (VaR) of 2.5 million. What would be an appropriate translation of this VaR to a ten-day horizon under normal conditions? | Financial Risk Manager Part 1 Quiz - LeetQuiz
Financial Risk Manager Part 1
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Q-70.
A commodity-trading firm has an options portfolio with a two-day Value-at-Risk (VaR) of 2.5 million. What would be an appropriate translation of this VaR to a ten-day horizon under normal conditions?
