marian4842 marian4842
  • 02-11-2018
  • Business
contestada

Suppose you've estimated that the fifth-percentile value at risk of a portfolio is 230%. now you wish to estimate the portfolio's first-percentile var (the value below which lie 1% of the returns). will the 1% var be greater or less than 230%?

Respuesta :

dernst041 dernst041
  • 02-11-2018
The 1percent variable will be less than 230 Percent
Answer Link

Otras preguntas

what is the purpose of placing a large electrolytic capacitor in the output side of a power supply
Find all real $x$ that satisfy $(2^x - 4)^3 (4^x - 2)^3 = (4^x 2^x - 6)^3. $
A giraffe runs at a rate of 32 miles per hour. Which equation models the situation? h = time spent running, in hours d = distance run in miles 32h = d 32d = h h
What is the diameter of a hemisphere with the volume of 74466
Please help! Refer to the image.
find perimeter of a semicircle that has radius of 6cm (give answer in 2 d.p)​
What happens to the lac operon when both glucose and lactose are present?
What do we know about vaping and smoking trends in Canada?
What did the events of 1968 show about americans views on plitics at the time
Anyone know the answer to all of them added together