All your Writing needs covered

A)Suppose you have two stocks (A and B) in your portfolio, worth $120,000 and $250,000 respectively. The annual volatility is 0.28 and 0.22…

Calculate the price
of
your order:

275 words
+
Approximate price
$ 0.00

A)Suppose you have two stocks (A and B) in your portfolio, worth $120,000 and $250,000 respectively. The annual volatility is 0.28 and 0.22…

A)Suppose you have two stocks (A and B) in your portfolio, worth $120,000 and $250,000 respectively. The annual volatility is 0.28 and 0.22 respectively. The correlation between the two stocks is 0.45. Please calculate the 5-day, 99% VaR and ES (expected shortfall) for the two positions separately and for the portfolio. How much is the VaR reduction in the portfolio? How much is the ES reduction in the portfolio? Re-calculate the portfolio VaR and ES and the corresponding reductions assuming a correlation of -0.45 and 1.0. What can you conclude? (Hint: for accuracy and convenience, it is a good idea to set up the calculation in a spreadsheet. Also, assume 252 days in a year.) 

Basic features

  • Free title page and bibliography
  • Unlimited revisions
  • Plagiarism-free guarantee
  • Money-back guarantee
  • 24/7 support

On-demand options

  • Writer's samples
  • Part-by-part delivery
  • Overnight delivery
  • Copies of used sources
  • Expert Proofreading

Paper format

  • 275 words per page
  • 12pt Arial/Times New Roman
  • Double line spacing
  • Any citation style (APA, MLA, CHicago/Turabian, Havard)

Guaranteed originality

We guarantee 0% plagiarism! Our orders are custom made from scratch. Our team is dedicated to providing you academic papers with zero traces of plagiarism.

Affordable prices

We know how hard it is to pay the bills while being in college, which is why our rates are extremely affordable and within your budget. You will not find any other company that provides the same quality of work for such affordable prices.

Best experts

Our writer are the crème de la crème of the essay writing industry. They are highly qualified in their field of expertise and have extensive experience when it comes to research papers, term essays or any other academic assignment that you may be given!

Calculate the price of your order

You will get a personal manager and a discount.
We'll send you the first draft for approval by at
Total price:
$0.00

Expert paper writers are just a few clicks away

Place an order in 3 easy steps. Takes less than 5 mins.

error: Content is protected !!
Open chat
1
Reliance Papers Inc.
Get Help With All Your Homework Questions. Any Deadline, Affordable, Quality Work Guaranteed!!