please answer this two ASAP QUESTION 73 What is the VaR of a $10 million portfolio with normally distributed returns at the 5% VaR? Assume the expected return is 13% and the standard deviation is 20%. -13% 19.90% 13% -19.90% QUESTION 74 The geometric average of -12%, 20% and 25% is ________. 18.88% 11% 8.42% 9.7%
please answer this two ASAP QUESTION 73 What is the VaR of a $10 million portfolio with normally distributed returns at the 5% VaR? Assume the expected return is 13% and the standard deviation is 20%. -13% 19.90% 13% -19.90% QUESTION 74 The geometric average of -12%, 20% and 25% is ________. 18.88% 11% 8.42% 9.7%
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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please answer this two ASAP
QUESTION 73
What is the VaR of a $10 million portfolio with normally distributed returns at the 5% VaR? Assume the expected return is 13% and the standard deviation is 20%.
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-13%
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19.90%
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13%
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-19.90%
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QUESTION 74
The geometric average of -12%, 20% and 25% is ________.
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18.88%
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11%
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8.42%
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9.7%
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