Ultimate access to all questions.
Upgrade Now 🚀
Sign in to unlock AI tutor
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?
A
1,297,854
B
1,797,854
C
2,297,854
D
2,797,854
