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You are analyzing the returns of a mutual fund portfolio for the past 5 years. Year...

You are analyzing the returns of a mutual fund portfolio for the past 5 years.

Year

Return

2014

-30%

2015

-25%

2016

40%

2017

-10%

2018

15%

Question 7: Use Excel to compute the VaR at the 1% level (you can write the Excel formula as your work).

Solutions

Expert Solution

Formulas Used:-

Std. Deviation=STDEV(C133:C137)
Value at risk=C139*C140

jeff jeffy answered 2 years ago
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