Financial Risk Manager Part 2
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A portfolio consists of two positions. The VaR of the two positions are $10 million and $20 million. If the returns of the two positions are not correlated. The VaR of the portfolio would be closest to:
A portfolio consists of two positions. The VaR of the two positions are $10 million and $20 million. If the returns of the two positions are not correlated. The VaR of the portfolio would be closest to:
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A
$5.48 million
B
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