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Value at Risk (VaR) is used to describe the worst-case scenario over some time horizon with...

Value at Risk (VaR) is used to describe the worst-case scenario over some time horizon with a specific probability. Suppose that an investment on a stock is expected to grow during the year by 10% with SD 35%. Assume a normal model for the change in value. What is the VaR for an investment of $500,000 at 5%?

Math   Statistics-And-Probability   
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