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VaR

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VaR
Shared by: HC111125015527
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posted:
11/24/2011
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A "Value at Risk" Model - Variance-Covariance Approach

For a 2-stock portfolio



Inputs

Stock 1

Volatility (per year) 10% Day Convention 252 Trading3Days Year

Stock Derivatives Ltd 252

Share Price 2.39 Confidence Interval 99% 1

Shares Owned 500,000 #NAME?

Time Horizon Considered 10 days

Stock 2

Volatility (per year) 20% Covariance of Stocks 0.3

Stock Global Ltd

Share Price 3.4

Shares Owned 750,000



Outputs for Portfolio



Total Value of Portfolio $3,745,000.00 #NAME? #NAME?

Daily Volatility 1 0.63% #NAME? #NAME?

Daily Volatility 2 1.26%

Combined Annual Volatility $35,127.16


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