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  1. K

    Exam Feedback May 2018 Part 2 Exam Feedback

    hope someone can help clarify my understanding of VaR. to find 10 days VaR of portfolio, do I find VaR of portfolio then find 10-day VaR or do I find 10-day VaR of individual assets and get 10-day VaR of portfolio? thank you in advance.
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