Information from question given: Portfolio value $150, annual return 12%, annual return volatility 25%, calculate VaR using 3 standard deviation.
my answer is = 150( 12%-3*25%)= 94.5
but solution given is 150*3*25%
it is very confusing, when we should include the annual return of 12% to...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.