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Question
Your $2 million portfolio consists of 25% Evans stock with
= 0.16, σ = 0.22 and 75% Indy stock with = 0.09, σ = 0.12. The correlation coefficient is 0.13. What is the value at risk over 1 day at a 99% confidence level? Assume 252 days per year.A) $21,792
B) $31,792
C) $41,792
D) $51,792
Answer
This answer is hidden. It contains 1 characters.
Related questions
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