What is the three day 99 value at risk for the portfolio, Financial Management

+44 141 628 6080
[email protected]

What is the three day 99 value at risk for the portfolio

A portfolio consists of $450,000 in Google stock and $600,000 in Disney stock. Volatility on a daily basis are 2.2 % and 1.4% respectively with a correlation coefficient of .35 between the two stocks. What is the three day 99% value at risk for the portfolio? Explain what the number means?

Request for Solution File

Ask an Expert for Answer!!

Financial Management: What is the three day 99 value at risk for the portfolio

Reference No:- TGS02315046

Expected delivery within 24 Hours

Have a Question? (oR Write a Review)

Write atleast 100 words!!

Asked Questions

How ensure that the youth understand what study involves

What is another way to say ". It is important to ensure that the youth understand what the study involves, what their participation entails

Describe the results, including any scores

Describe the results, including any scores. Result: E6% Extraverted Action oriented, Outgoing, Expressive, Hands-On S17% Sensing Traditional,

Discussion about gender stereotyping

Prior to your taking this graduate HR law class you had heard of the term "gender stereotyping," but didn't know much about it.

Describe some of your personality traits

Adler believed that your birth order determines, to a large extent, your personality. He stated that your traits reflect, somehow, how you have achieved

What is a behavioral indicator related to family

Which of the following is a behavioral indicator related to Family? A) Developing school readiness and transition strategies B) Developing collaborative

Identify one antecedent, one behaviour, and one consequence

Sahir is the most active student in your kindergarten class. He tends to be very disruptive when the teacher you work with is teaching the class,

Outline a social issue that is important to you

Outline a social issue that is important to you. Describe why it is important to you, why it is important from a societal perspective and how you think

Request for Solution File

Ask an Expert for Answer!!

Financial Management: What is the three day 99 value at risk for the portfolio

Reference No:- TGS02315046

Have a Question? (oR Write a Review)

Recent Questions Asked Financial Management

Q : How banks expand the money supply what happens to a bank

Q : Calculate how elasticity of demand affects the management

Q : By how much does diversification reduce the

Q : Assuming the market is in equilibrium what does the market

Q : What is the three day 99 value at risk for the portfolio

Q : Describe the process that the offender would go through in

Q : The discount rate for primary credit is the second most

Q : The fed recently announced that they were raising the

Q : Suppose a local company has the following balance sheet