FRM-市场风险-python:the portfolio VAR(1%) on a percentage and dollar basis
Kiera Reed is a portfolio manager for BCG Investments. Reed manages a $140,000,000 portfolioconsisting of 30 percent European stocks and 70 percent U.S. stocks. If the VAR(1%) of theEuropean stocks i....
FRM-市场风险-python-the 10 percent monthly probability VAR
Alto Steel’s pension plan has $250 million in assets with an expected return of 12 percent. Thelast thirty monthly returns are given below. What is the 10 percent monthly probability VAR forAlto’s pe....

FRM-市场风险-测试题1--python
A $2 million balanced portfolio is comprised of 40 percent stocks and 60 percent intermediatebonds. For the next year, the expected return on the stock component is 9 percent and theexpected return o....
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