10-78 What is the total DEAR of Sumitomo's trading portfolio if the correlation among assets is assumed to be 0.80?
A) -$100,000.
B) -$291,548.
C) -$350,000.
D) -$380,789.
E) -$400,000.
Correct Answer:
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Q72: 10-76 What is the total DEAR of
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Q78: 10-68 What is the 20-day VAR?
A)$5,000.
B)$10,000.
C)$15,811.
D)$22,361.
E)$50,000.
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