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4 November, 21:45

Suppose you've estimated that the fifth-percentile value at risk of a portfolio is 230%. now you wish to estimate the portfolio's first-percentile var (the value below which lie 1% of the returns). will the 1% var be greater or less than 230%?

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  1. 4 November, 22:12
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    The 1percent variable will be less than 230 Percent
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