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15. Value-at-Risk (VaR) Statistic (LO4, CFA6) Tyler Trucks stock has ab abbual return mean and standard deviation of 10% and 26%, respectivley Michael Moped Manufacturing

15. Value-at-Risk (VaR) Statistic (LO4, CFA6) Tyler Trucks stock has ab abbual return mean and standard deviation of 10% and 26%, respectivley Michael Moped Manufacturing stock has an annual return mean and standard deviation of 18% and 62%, repectivley. Your portfolio allocates equal funds to Tyler Trucks stock and Michael Moped Manufacturing Stock. The return correlation between Tylrt Trucks and Michael Moped Manufacturing is .5. What is the smallest expected loss of your portfolio in the coming month with the probability of 5%?

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