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If the expected change in a fixed income portfolio is $520,000 and the standard deviation of the estimated change in the portfolio is $2,275,500, the 95 percent value-at-risk (VAR) for this portfolio is closest to: A. $855,400.00. B. $3,743,197.50. C. $3,223,197.50. D. $4,598,597.50. |