normal-profit-loss
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A
5% VaR of Normal P/L
Dear @David Harper CFA FRM I came across the following question in the Schweser notes to Market Risk book: It is stated that correct answer is D but I think it is A, could you please help me? Thanks !- alexwallace
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- normal-profit-loss value-at-risk var
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- Forum: P1.T4. Valuation & Risk Models (30%)