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    VaR calculation for Example of the LVAR p2.t8 page 6

    P2.T8 page 6 (Example of the LVAR) At the risk of looking stupid here, I'm trying to calculate the VaRs in the table and I can't get the same value as shown in the table i.e. 95% daily VaR --> 1.645 * 2.20499% = 3.6268% but 3.567% in the table What am I missing here?
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