You Invest $100 Each in Two Bonds$- 20$ ) B)Zero C)$90 D)$200

The Answer of You Invest $100 Each in Two Bonds$- 20$ ) B)Zero C)$90 D)$200

You Invest $100 Each in Two Bonds$- 20$ ) B)Zero C)$90 D)$200

The Answer of You Invest $100 Each in Two Bonds$- 20$ ) B)Zero C)$90 D)$200

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You Invest $100 Each in Two Bonds $- 20$ )
B)Zero

Question 22

Multiple Choice

You invest $100 each in two bonds.Each bond will pay you $110 at the end of the year with probability 0.98 and nothing with probability 0.02.The correlation between the bonds is zero.In this scenario,the 98%-VaR of your portfolio is

A) $- 20$
)
B) Zero.
C) $90
D) $200

You Invest $100 Each in Two Bonds −20- 20−20 ) B)Zero

Multiple Choice

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You Invest $100 Each in Two Bonds $- 20$ )
B)Zero

Correct Answer:
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