subject
Mathematics, 21.10.2021 14:00 josmanu235

Consider a portfolio consisting of a single stock with current value St = 100. Each year, the stock price either increases by 4% with probability 0.8 or decreases by 4% with probability 0.2. Compute VaRα for
α ∈ {0.7, 0.95, 0.96, 0.99} over a time horizon of two years.

ansver
Answers: 2

Another question on Mathematics

question
Mathematics, 21.06.2019 13:40
Aparallel system functions whenever at least one of its components works. consider a parallel system of n components, and suppose each component works independently with probability 0.5. find the conditional probability that component n works given that the system is working
Answers: 3
question
Mathematics, 21.06.2019 14:30
The la dodgers hit the most homeruns in 2014. the number of homeruns accounted for 6% of the entire major leauge baseball homerun count. if 583 total homeruns were hit, approximately how many did the la dodgers hit
Answers: 1
question
Mathematics, 21.06.2019 14:40
How many square feet of out door carpet will we need for this hole? 8ft 3ft 12ft 4ft
Answers: 1
question
Mathematics, 21.06.2019 18:20
Reflect the point (7,0) across the y-axis
Answers: 2
You know the right answer?
Consider a portfolio consisting of a single stock with current value St = 100. Each year, the stoc...
Questions
question
Mathematics, 19.02.2021 22:40
question
Mathematics, 19.02.2021 22:40
question
Health, 19.02.2021 22:40