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  1. S

    P2.T8.20.2. Liquidity-adjusted value at risk (LVaR) (Hull Ch.24)

    Oh, I didn't see that part. Thanks David
  2. S

    P2.T8.20.2. Liquidity-adjusted value at risk (LVaR) (Hull Ch.24)

    But why I am not getting the answers for the LVar in question one 3m × 2.33× 0.0143 = 99957 Liquidity cost= 3m x 2/30 × 0.5 = 100000 LVaR = 100000 + 99957. Please, see my logic and clarify
  3. S

    P2.T8.20.5. Investment maturity strategies (Rose Ch.10)

    How do you calculate marginal tax rate
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