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1. a) Assume that the arithmetic returns follow a standardnormal distribution. If we invest$10 into this asset, find V aR.01 and ES.01.b) Repeat the problem,
1. a) Assume that the arithmetic returns follow a standardnormal distribution. If we invest$10 into this asset, find V aR.01 and ES.01.b) Repeat the problem, but now assuming that the log returnsf 2 answers
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Research Methods Statistics and Applications
Authors: Kathrynn A. Adams, Eva Marie K. Lawrence
1st edition
1452220182, 978-1452220185
