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Hint before answering the question think about the


A global investment risk manager is assessing an investment's performance of a $18million portfolio consisting 25% allocation to cash and 75% allocation to Global Healthcare ETF. Suppose that the volatility of the ETF is 18.75%. Calculate the 95% VaR of the investment portfolio.

Hint: before answering the question, think about the volatility of a risk free asset and its correlation with other assets.

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Finance Basics: Hint before answering the question think about the
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