Construct for your own group a portfolio consisting of 3 items:
- 2 stocks: 10 000 and 20 000 shares each.
- 1 commodity: 500 units.
a) Get the real price movement from the market (it can be either domestic or foreign one). Applying the guidance on slide 17 onwards in Chapter Market risk 3, calculate 1-day VAR and ES for your portfolio at 97.5% confidence level. Show your prices and calculation on an attached Excel sheet.
b) Suppose that the returns of your portfolio are normally distributed, calculate:
i) VAR and ES for 10-day time window.
ii) VAR and ES for 99% and 95% confidence levels.

Answer: -65

Step-by-step explanation:

g(-6) = -6 - 61 + 2 = -65

Step-by-step explanation:

you are missing out on the second bracket but;

to solve this; substitute -6 in for x

g(-6) = -6 - 61 + 2

= -65

so the idea being, we have a system of equations of two variables and 4 equations, each one rendering a line, for this case these aren't equations per se, they're INEquations, so pretty much the function will be the same for an equation but we'll use > or < instead of =, but fairly the function is basically the same, the behaviour differs a bit.

we have a line passing through (-6,0) and (0,8), side one

we have a line passing through the x-axis and -6, namely (-6,0) and the y-axis and -4, namely (0,-4), side two

we have a line passing through (0,-4) and (6,4), side three

now, side four is simply the line connecting one and three.

the intersection of all four lines looks like the one in the picture below, so what are those lines with their shading producing that quadrilateral?

well, we have two points for all four, and that's all we need to get the equation of a line, once we get the equation, with its shading like that in the picture, we'll make it an inequality.

\((\stackrel{x_1}{-6}~,~\stackrel{y_1}{0})\qquad (\stackrel{x_2}{0}~,~\stackrel{y_2}{8}) \\\\\\ \stackrel{slope}{m}\implies \cfrac{\stackrel{\textit{\large rise}} {\stackrel{y_2}{8}-\stackrel{y1}{0}}}{\underset{\textit{\large run}} {\underset{x_2}{0}-\underset{x_1}{(-6)}}} \implies \cfrac{8 -0}{0 +6} \implies \cfrac{ 8 }{ 6 } \implies \cfrac{4}{3}\)

\(\begin{array}{|c|ll} \cline{1-1} \textit{point-slope form}\\ \cline{1-1} \\ y-y_1=m(x-x_1) \\\\ \cline{1-1} \end{array}\implies y-\stackrel{y_1}{0}=\stackrel{m}{ \cfrac{4}{3}}(x-\stackrel{x_1}{(-6)}) \implies y -0 = \cfrac{4}{3} ( x +6) \\\\\\ y=\cfrac{4}{3}x+8\hspace{5em}\stackrel{\textit{side one} }{\boxed{y < \cfrac{4}{3}x+8}}\)

\(\rule{34em}{0.25pt}\\\\ (\stackrel{x_1}{-6}~,~\stackrel{y_1}{0})\qquad (\stackrel{x_2}{0}~,~\stackrel{y_2}{-4}) \\\\\\ \stackrel{slope}{m}\implies \cfrac{\stackrel{\textit{\large rise}} {\stackrel{y_2}{-4}-\stackrel{y1}{0}}}{\underset{\textit{\large run}} {\underset{x_2}{0}-\underset{x_1}{(-6)}}} \implies \cfrac{-4 -0}{0 +6} \implies \cfrac{ -4 }{ 6 } \implies - \cfrac{2}{3}\)

\(\begin{array}{|c|ll} \cline{1-1} \textit{point-slope form}\\ \cline{1-1} \\ y-y_1=m(x-x_1) \\\\ \cline{1-1} \end{array}\implies y-\stackrel{y_1}{0}=\stackrel{m}{- \cfrac{2}{3}}(x-\stackrel{x_1}{(-6)}) \implies y -0 = - \cfrac{2}{3} ( x +6) \\\\\\ y=-\cfrac{2}{3}x-4\hspace{5em}\stackrel{\textit{side two} }{\boxed{y > -\cfrac{2}{3}x-4}} \\\\[-0.35em] \rule{34em}{0.25pt}\)

\(\stackrel{slope}{m}\implies \cfrac{\stackrel{\textit{\large rise}} {\stackrel{y_2}{4}-\stackrel{y1}{(-4)}}}{\underset{\textit{\large run}} {\underset{x_2}{6}-\underset{x_1}{0}}} \implies \cfrac{4 +4}{6 -0} \implies \cfrac{ 8 }{ 6 } \implies \cfrac{4}{3}\)

\(\begin{array}{|c|ll} \cline{1-1} \textit{point-slope form}\\ \cline{1-1} \\ y-y_1=m(x-x_1) \\\\ \cline{1-1} \end{array}\implies y-\stackrel{y_1}{(-4)}=\stackrel{m}{ \cfrac{4}{3}}(x-\stackrel{x_1}{0}) \implies y +4 = \cfrac{4}{3} ( x -0) \\\\\\ y=\cfrac{4}{3}x-4\hspace{5em}\stackrel{ \textit{side three} }{\boxed{y > \cfrac{4}{3}x-4}} \\\\[-0.35em] \rule{34em}{0.25pt}\)

\((\stackrel{x_1}{6}~,~\stackrel{y_1}{4})\qquad (\stackrel{x_2}{0}~,~\stackrel{y_2}{8}) ~\hfill~ \stackrel{slope}{m}\implies \cfrac{\stackrel{\textit{\large rise}} {\stackrel{y_2}{8}-\stackrel{y1}{4}}}{\underset{\textit{\large run}} {\underset{x_2}{0}-\underset{x_1}{6}}} \implies \cfrac{ 4 }{ -6 } \implies - \cfrac{2}{3}\)

\(\begin{array}{|c|ll} \cline{1-1} \textit{point-slope form}\\ \cline{1-1} \\ y-y_1=m(x-x_1) \\\\ \cline{1-1} \end{array}\implies y-\stackrel{y_1}{4}=\stackrel{m}{- \cfrac{2}{3}}(x-\stackrel{x_1}{6}) \\\\\\ y=-\cfrac{2}{3}x+8\hspace{5em}\stackrel{ \textit{side four} }{\boxed{y < -\cfrac{2}{3}x+8}}\)

now, we can make that quadrilateral a trapezoid by simply moving one point for "side four", say we change the point (0 , 8) and in essence slide it down over the line to  (-3 , 4).  Notice, all we did was slide it down the line of side one, that means the equation for side one never changed and thus its inequality is the same function.

now, with the new points for side for of (-3,4) and (6,4), let's rewrite its inequality

\((\stackrel{x_1}{-3}~,~\stackrel{y_1}{4})\qquad (\stackrel{x_2}{6}~,~\stackrel{y_2}{4}) \\\\\\ \stackrel{slope}{m}\implies \cfrac{\stackrel{\textit{\large rise}} {\stackrel{y_2}{4}-\stackrel{y1}{4}}}{\underset{\textit{\large run}} {\underset{x_2}{6}-\underset{x_1}{(-3)}}} \implies \cfrac{4 -4}{6 +3} \implies \cfrac{ 0 }{ 9 } \implies 0\)

\(\begin{array}{|c|ll} \cline{1-1} \textit{point-slope form}\\ \cline{1-1} \\ y-y_1=m(x-x_1) \\\\ \cline{1-1} \end{array}\implies y-\stackrel{y_1}{4}=\stackrel{m}{ 0}(x-\stackrel{x_1}{(-3)}) \implies y -4 = 0 ( x +3) \\\\\\ y=4\hspace{5em}\stackrel{ \textit{side four changed} }{\boxed{y < 4}}\)

Answer:

1. KLP + PLM = 180 degrees (straight line)

2. 3x + angle PLM = 180 degrees

3. angle PLM = 180 - 3x

4. PMN = P + PLM (Exterior angle)

5. 2x + 72 = x + 180 - 3x

6. x = 27

Step-by-step explanation:

1. Notice that angle KLP + angle PLM is a straight line, so KLP + PLM = 180 degrees (straight line)

2. angle KLP = 3x, so

3x + angle PLM = 180 degrees

3. angle PLM = 180 - 3x

4. PMN = P + PLM (Exterior angle)

5. 2x + 72 = x + 180 - 3x

6. 5 gives 4x = 108, so x = 27

Answer:

1. KLP + PLM = 180 degrees (straight line)

2. 3x + angle PLM = 180 degrees

3. angle PLM = 180 - 3x

4. PMN = P + PLM (Exterior angle)

5. 2x + 72 = x + 180 - 3x

6. x = 27

Step-by-step explanation:

ngl i didnt really get this i i kinda have a some what idea on what this is

The exterior angles of the triangle added to their corresponding interior angles equal 180 degrees by virtue of the sum of angles on a straight line.

As such the interior angles are

1. 180 - (x+ 3)

2. 180 - (2x+ 1)

3. 180 - (3x - 4)

Given that the sum of angles in a triangle is 180 degrees

180 - (x+ 3) +  180 - (2x+ 1) + 180 - (3x - 4) = 180

540 - 6x = 180

6x = 540 - 180

6x = 360

x = 60

The exterior angles are

x + 3 = 60 + 3 = 63

2x + 1 = 2(60) + 1 = 121

and

3x - 4 = 3(60) - 4 = 180  - 4 = 176

The possible values for the discriminant include the following:

A. -1

D. -18

In Mathematics and Geometry, the x-intercept is the point at which the graph of a function crosses the x-coordinate (x-axis) and the value of "y" or y-value is equal to zero (0).

Since the graph of this quadratic function has no x-intercepts, we can logically deduce that the zeros, roots, or x-intercepts of this quadratic function must be an imaginary number.

Discriminant, D = b² - 4ac

In conclusion, we can reasonably infer and logically deduce that negative numbers such as -1 and -18 are possible values for the discriminant.

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Complete Question:

The graph of a certain quadratic function has no x-intercepts. Which of the following are possible values for the discriminant? Check all that apply.

A. -1

B. 3

C. 0

D. -18

Answer:

The answer is 0, hope this helps

Answer:

no

Step-by-step explanation:

18 is not a multiple of 12

and 12 is not a multiple of 8

\(b = \sqrt{ {95}^{2} + {60}^{2} - 2 \times 60 \times 95 \times \cos(70) } = 93.4\)

Answer:

494.16 units²

Step-by-step explanation:

Total surface area of the solid = 4(area of a triangular face) + area of the square base

Area of a triangular face = ½*b*h

b = x = 11.6

h = z = 15.5

Area = ½*11.6*15.5 = 89.9 units²

Area of the four triangular faces = 4(89.9) = 359.6 units²

Area of the square base = s²

s = x = 11.6

Area = 11.6²

Area = 134.56 units²

✔️Total surface area of the solid = 359.6 + 134.56 = 494.16 units²

The ratio of the number of baskets scored by team A to the number of baskets by team B is 2: 5. Then the correct option is B.

In a basketball game, team B scored 5 baskets for every 2 that team A scored.

The utilization of two or more additional numbers that compares is known as the ratio.

Assume that Team A scored two baskets while Team B netted five.

The problem statement states that for every two baskets Team A scored, Team B scored five. This may be expressed as the ratio shown below:

Ratio = 2x : 5x

Ratio = 2: 5

Thus, the correct option is B.

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Answer:

Step-by-step explanation:

22.57 cm inches are the net weight of the slope

Answer:

20√3

Step-by-step explanation:

The word that best describes line segment ID in the image given showing a circle is: a chord.

A chord can simply be described as a line segment in a circle that connects two points on the circumference of a circle to each other.

The largest chord in a circle is a the diameter. A circle can have as many chords as possible.

Considering the image given above, ID is a line segment which connects points I and D which are on the circumference of the circle together. Therefore, ID can best be described as a chord.

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We substitute -1+1/6y for x in the second equation (bottom equation) in order to solve the system by the substitution method.

The given system of equations are 2x-1/3y = -2...(1)

3x+y=1...(2)

We solve this system of equations by using substitution method.

Let us solve for x in equation to substitute it in equation (2).

2x=-2+1/3y

Divide both sides of equation by 2.

x=-1+1/6y

Now plug in the value of x in equation 2.

Hence, we substitute -1+1/6y for x in the second equation (bottom equation) in order to solve the system by the substitution method.

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Answer:

Step-by-step explanation:

Second and Third which gives in total:

This is under 1/2 and greater than Crew.

The graph of the function \(f(x) = (9/4)x^2\) is a symmetric upward-opening parabola.

Overall, the graph represents a quadratic function with a positive leading coefficient, resulting in an upward-opening parabolic curve. The graph has been attached.

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Answer:

490000

Step-by-step explanation:

Substituting \(x=40\),

\(I=-425(40)^2 + 45500(40) - 650000=490000\)

Answer:

x=63/8

Step-by-step explanation:

9/8=x/7

or, 9*7=x*8

or, 63=8x

x=63/8

Answer:

Whats the question?

The absolute value of a number is the distance of the number from zero without regard for the sign. Note that for negative numbers the opposite and absolute values are identical

So your answer is basically 6

Answer: the third one

y=2^x-1

Step-by-step explanation:

The answer is 4.55

When you divide 5 by 11 you will get  0.45454545454 than when you multiply these numbers by 10 you will get 4.54545454545 and then the rounded answer is 4.55.

Answer: 4.54

Step-by-step explanation:

The height of the balloon above the ground is about 7.07 feet.

Trigonometric ratio is used to show the relationship between the sides and angles of a right angled triangle.

Let h represent the height of the balloon from the ground, hence:

sin(45) = h/10

h = 7.07 feet

The height of the balloon above the ground is about 7.07 feet.

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Answer:

x = 10/243

Step-by-step explanation:

3^5x = 10

243x = 10

Divide 243 on both sides

10/243

Angles in a quadrilaterals

The sum of all interior angles in a quadrilateral is 360°

Angle 5 is congruent with angle of 106°

Thus measure of 5 = 106°

These two angles add up to 212°. The remaining to reach 360° is:

360° - 212° = 148°

Angles 1, 2, 3, and 4 are congruent, thus the measure of each one of them is 148/4=37°. Thus

measure of 1 = measure of 2 = measure of 3 = measure of 4 = 37°

The two angles which add up to 180 degrees are called supplementary angles.

If angle A and angle B are supplementary.

angle A = (3x - 9)°

angle B = (2x + 14)°.

The value of x is 35°

The two angles which add up to 180 degrees are called supplementary angles.

Example:

m∠A = 30

m∠B = 150

m∠A + m∠B = 30 + 150 = 180

We have,

Angle A and Angles B are supplementary.

Angle A = (3x - 9)°

Angle B = (2x + 14)°

Angle A + Angle B = 180°

3x - 9 + 2x + 14 = 180

5x + 5 = 180

5x = 180 - 5

5x = 175

x = 35°

Thus,

If angle A and angle B are supplementary.

angle A = (3x - 9)°

angle B = (2x + 14)°.

The value of x is 35°

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Answer:

8(9).894 is the correct answer

Answer:

x = 145

Step-by-step explanation:

x and 35° lie on a straight line and are supplementary angles , sum to 180°

x + 35 = 180 ( subtract 35 from both sides )

x = 145

answer/explanation:

hope this helps

Answer:

34 laps

Step-by-step explanation:

the specific answer is 33.3 but u have to round the whole number