Consider a VAR of $100 000 for a 95% confidence level.A problem with this information is that while we know that we will lose more than the VAR amount on 5 days out of every 100, we do not know the maximum amount we can lose.

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The Answer of Consider a VAR of $100 000 for a 95% confidence level.A problem with this information is that while we know that we will lose more than the VAR amount on 5 days out of every 100, we do not know the maximum amount we can lose.

Consider a VAR of $100 000 for a 95% Confidence