Find $mathrm{AVaR}_{h}(X)$ for the $X$ of Exercise 3. Data from Exercises 3 Consider the position $X$ that
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Find $\mathrm{AVaR}_{h}(X)$ for the $X$ of Exercise 3.
Data from Exercises 3
Consider the position $X$ that has a uniform probability density between -40 and 60.
Find $\operatorname{VaR}_{h}(X)$ for all $h, 0 \leq h \leq 1$.
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