Business, 09.10.2021 14:00 bellarides

Suppose that the standard deviation of daily returns for a stock in the past quarter is 1.6 percent, and that the expected daily return of the stock is 0.01 percent. Using a 98 percent confidence interval, if the daily returns are normally distributed, the lower boundary is approximately 2.326 standard deviations away from the expected outcome. Using the value-at-risk method, the maximum percentage one-day loss based on a 98 percent confidence level is: -4.009 percent -3.712 percent -3.564 percent -3.304 percent Suppose an investor has $14 million invested in that stock. The maximum one-day loss is estimated to be: -$441,728 -$478,106 -$519,680 -$576,845 Grade It Now Save

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Suppose that the standard deviation of daily returns for a stock in the past quarter is 1.6 percent,...

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