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http://public.sheet.zoho.com/public/btzoho/hull-18-05
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hull.18.05
hull_18_05
Hull. 18.5
First Factor
Delta
6.0
Std Deviation
20.0
First Factor
Delta
-4.0
Std Deviation
8.0
Port Daily Variance
15,424.0
Port Daily Std Dev
124.2
Confidence
90%
Normal deviate
1.28
1-day VaR
159.16
5-day VaR
355.89