Multiple Choice
A stock has a price of $42.63 and pays no dividend.The historical standard deviation of the stock is 18% and the expected return on the stock is 11%.At the 95% confidence level,what is the Tail VaR over the next 270 days?
A) $2.13
B) $6.56
C) $9.71
D) $40.50
Correct Answer:
Verified
Correct Answer:
Verified
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