Calculate the VaR assuming that a person has a capital of…

Question Answered step-by-step Calculate the VaR assuming that a person has a capital of… Calculate the VaR assuming that a person has a capital of $1,000,000.00 MXN and wishes to know what could be his worst loss in 10 days when investing in ALSEA. If it is known that his returns have a standard deviation of 1.2% and a confidence level of 95% (1.65).Select one:a.-$62,418.00 MXN.b.-$19,738.00 MXN.c.-$19,800.00 MXN.d.-$62,841.00 MXN. Business Finance II 1111 Share QuestionEmailCopy link Comments (0)