SOLVE IN EXCEL AND SHOW FORMULAS. 1. If the Annual Volatility of Stock YZ 27%, then what is XYZ 's daily volatility? 2. If you are holding a $600, 000, 000 ($600 million) position in Stock XYZ, what is the annual volatility (or annual o annual standard deviation) of XYZ in dollars (5's)? 3. If you are holding a $600,000,000 ($600 million) position in Stock XYZ, what is the daily volatility (or daily or daily standard deviation) in dollars (S's)? 4. What is the 1-day, 95% VaR for a $600 million equity position in Stock XYZ if Stock XYZ's annual volatility is 27%? [Use the Excel NORM.INV() function]. 5. What is the 5-day, 98% VaR of a $600 million equity position in Stock XYZ if Stock XYZ's annual volatility is 27% ?
SOLVE IN EXCEL AND SHOW FORMULAS. 1. If the Annual Volatility of Stock YZ 27%, then what is XYZ 's daily volatility? 2. If you are holding a $600, 000, 000 ($600 million) position in Stock XYZ, what is the annual volatility (or annual o annual standard deviation) of XYZ in dollars (5's)? 3. If you are holding a $600,000,000 ($600 million) position in Stock XYZ, what is the daily volatility (or daily or daily standard deviation) in dollars (S's)? 4. What is the 1-day, 95% VaR for a $600 million equity position in Stock XYZ if Stock XYZ's annual volatility is 27%? [Use the Excel NORM.INV() function]. 5. What is the 5-day, 98% VaR of a $600 million equity position in Stock XYZ if Stock XYZ's annual volatility is 27% ?
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