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10-day VaR for a portfolio

I multiplied the delta equivalent by the daily volatility by the current exchange rate: 56 x 1.5 x 0.7 = 58.8 I then multiplied this by the square root of 10 to get the 10-day VaR = 185.942. …
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10-day VaR for a portfolio

The delta equivalent position of the portfolio is GBP 56.00. The current exchange rate is 1.5, with a daily volatility of 0.7 percent. … Using the given information and assuming that changes in portfolio value are normally distributed, the 99 percent /10-day VaR for this portfolio is: I have noted that: Daily VaR = Daily Volatility * Delta
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