Rank the following portfolios from least risky to most risky. Assume 252 trading days a year and there are 5 trading days per week. (This question did not count when the exam was graded) Portfolio VaR...

Rank the following portfolios from least risky to most risky. Assume 252 trading

days a year and there are 5 trading days per week.(This question did not

count when the exam was graded)

Portfolio

VaR

Holding

Period in

Days

Confidence

Interval

1 10 5 99

2 10 5 95

3 10 10 99

4 10 10 95

5 10 15 99

6 10 15 95