You own $4 million of Jacko Corp.The expected return is 14.0% and σ = 0.20.What is the value at risk over 4 weeks at a 99% confidence level?
A) $383,000
B) $413,000
C) $453,000
D) $473,000

Question

Quizplus · Accepted Answer

The Answer of You own $4 million of Jacko Corp.The expected return is 14.0% and σ = 0.20.What is the value at risk over 4 weeks at a 99% confidence level?
A) $383,000
B) $413,000
C) $453,000
D) $473,000

You Own $4 Million of Jacko Corp