Question 5Which stock from the ones we had in our project had highest value at risk with 99% confidence?1 pointFacebookAmazonAppleNetflixGoogle
Question
Question 5
Which stock from the ones we had in our project had highest value at risk with 99% confidence?
1 point
- Amazon
- Apple
- Netflix
Solution
To determine which stock had the highest value at risk with 99% confidence, we need to calculate the value at risk (VaR) for each stock and compare the results.
- Facebook: Calculate the VaR for Facebook using historical data and a 99% confidence level.
- Amazon: Calculate the VaR for Amazon using historical data and a 99% confidence level.
- Apple: Calculate the VaR for Apple using historical data and a 99% confidence level.
- Netflix: Calculate the VaR for Netflix using historical data and a 99% confidence level.
- Google: Calculate the VaR for Google using historical data and a 99% confidence level.
After calculating the VaR for each stock, compare the results to determine which stock had the highest value at risk with 99% confidence.
Similar Questions
Question 5Which stock from the ones we had in our project had highest value at risk with 99% confidence?1 pointFacebookAmazonAppleNetflixGoogle
______ risk is reduced as more securities are added to the portfolio.Multiple select question.MarketwideDiversifiableUnsystematicCompany-specific
The investment with the highest risk is _____.A.government bondsB.mutual fundsC.real estateD.stocksSUBMITarrow_backPREVIOUS
Question 5Uncertainty slows firms down from changing their alignment.1 pointTrueFalse
A piece of ownership in a company like McDonald's, IBM, Walmart, or Microsoft is a called a share of _________________________.liabilitystockprofitrisk
Upgrade your grade with Knowee
Get personalized homework help. Review tough concepts in more detail, or go deeper into your topic by exploring other relevant questions.