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Consider the Following Discrete Probability Distributions of Payoffs for 3

Question 5

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Consider the following discrete probability distributions of payoffs for 3 securities that are held in a DI's trading portfolio (payoff amounts shown are in $millions) : Consider the following discrete probability distributions of payoffs for 3 securities that are held in a DI's trading portfolio (payoff amounts shown are in $millions) : What is the one-day, 99% confidence level, value at risk (VAR) of securities Alpha and Beta, respectively (in millions) ? A) $3 and $25.50 B) $3 and $0.75 C) $248 and 248 D) $300 and $300 E) 300 and 3,300 Consider the following discrete probability distributions of payoffs for 3 securities that are held in a DI's trading portfolio (payoff amounts shown are in $millions) : What is the one-day, 99% confidence level, value at risk (VAR) of securities Alpha and Beta, respectively (in millions) ? A) $3 and $25.50 B) $3 and $0.75 C) $248 and 248 D) $300 and $300 E) 300 and 3,300 Consider the following discrete probability distributions of payoffs for 3 securities that are held in a DI's trading portfolio (payoff amounts shown are in $millions) : What is the one-day, 99% confidence level, value at risk (VAR) of securities Alpha and Beta, respectively (in millions) ? A) $3 and $25.50 B) $3 and $0.75 C) $248 and 248 D) $300 and $300 E) 300 and 3,300 What is the one-day, 99% confidence level, value at risk (VAR) of securities Alpha and Beta, respectively (in millions) ?


A) $3 and $25.50
B) $3 and $0.75
C) $248 and 248
D) $300 and $300
E) 300 and 3,300

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