Suppose you've estimated that the fifth-percentile value at risk suppose you've estimated that the fifth-percentile value at risk of a portfolio is â30%. now you wish to estimate the portfolio's first-percentile var (the value below which lie 1% of the returns). will the 1% var be greater or less than â30%? .

The answer is Var will be not as much as the fifth percentile esteem in danger - 30%.  

Explanation:

VaR is the measure utilized in hazard administration and portfolio investigation. VaR estimates the drawback danger of a portfolio. It tells about the more regrettable situation that a portfolio can involvement. It tells how much a speculator can lose in the portfolio in every time frame at a specific level of likelihood.  

Fifth percentile estimation of hazard - 30%.

believe it or not anna is correct good job anna give me a fist bump there u go gal

can i know which language is this?