Q.3144 Jack Wills is a portfolio manager at a sovereign wealth fund. His portfolio has a VaR of $8,000,000. The portfolio is made up of investments in four companies: Sahara Petroleum, Burki Refinery, Dumsim Drillers, and RedSea Exploration. The four company assets are equally weighted within the portfolio with each position valued at $10,000,000: - Sahara Petroleum has a beta of 1.2 - Burki Refinery has a beta of 1.4. - Dumsim Drillers has a beta of 0.8 - RedSea Exploration has a beta of 0.6 Based on the above information, what is the marginal VaR of Burki Refinery? | Financial Risk Manager Part 2 Quiz - LeetQuiz