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Explanation:

\text{Marginal VaR}_C = \frac{\text{VaR}_p}{\text{Value of the portfolio}} \times \beta_C \\ = \frac{100,000}{5 \times 2,000,000} \times 1.5 \\ = 0.015

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Q.2478 Portfolio X has a VaR of $100,000. The portfolio is made up of 5 assets, A, B, C, D, and E each valued at $2,000,000. These assets are equally weighted. If Asset C has a β of 1.5, then the marginal VaR of Asset C is equal to: | Financial Risk Manager Part 2 Quiz - LeetQuiz

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Q.2478 Portfolio X has a VaR of `$100`,000. The portfolio is made up of 5 assets, A, B, C, D, and E each valued at `$2`,000,000. These assets are equally weighted. If Asset C has a β of 1.5, then the marginal VaR of Asset C is equal to:

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