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Hello Everyone, Very useful forum. Thank you for sharings. I encountered an error Monte Carlo VaR when forming cholesky decomposition matrix from covariance. Here is my covariance matrix. 0,027733% 0,027727% 0,027721% 0,027716% 0,027710% 0,027684% 0,027727% 0,027722% 0,027716% 0,027711%...