Sektion 3. Kapitel 7
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Challenge: Calculate and Visualize Portfolio VaR
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You are given an array of daily portfolio returns and a confidence level. Your task is to:
- Complete the
calculate_varfunction to compute the Value at Risk (VaR) at the specified confidence level using the historical method (percentile approach). - Complete the
plot_varfunction to display a histogram of the returns and clearly indicate the VaR threshold on the plot. - Ensure that the VaR is returned as a positive float value.
- Use only the libraries provided above.
The code provided includes sample portfolio returns and a confidence level. You should only modify the two functions indicated above.
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Sektion 3. Kapitel 7
single
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