garp18-p1-36

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    GARP Practice Exam 2017 - Q36

    Hi David, This is GARP Practice Exam 2017 Q36. Bank A and Bank B are two competing investment banks that are calculating the 1-day 99% VaR for an at-the- money call on a non-dividend-paying stock with the following information: • Current stock price: USD 120 • Estimated annual stock return...
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