Financial Risk Manager Part 1
Get started today
Ultimate access to all questions.
Q-78. Given daily VaR = 6,247,000, number of trading days = 250, variance scaling factor = 0.0002, and confidence level multiplier = 1.645, what is the annual VaR?
Q-78. Given daily VaR = 6,247,000, number of trading days = 250, variance scaling factor = 0.0002, and confidence level multiplier = 1.645, what is the annual VaR?
Exam-Like
A
1,297,854
0.0%
B
1,797,854
0.0%
C
2,297,854
Comments
Loading comments...