Hi guys, the daily quiz...

, do you remember the question asking for the 2 year HS Var where you had only 1 year of returns?
I remember 3 options in relation to getting the missing data:
1. getting the returns from one of the CDS index: perhaps
2. getting the 1 year HS Var and multiply for sqrt 2: no, as you might miss some important event that occur during the 1st year
3. getting the return from a similiar company with similar rating and same industry: i think it was this one as I thought it was a better choice than the index as you narrow down the industry factor.
4. do not remember but I hope it was not relevant.
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