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24) The expected HPR of a portfolio is 30.70% and variance is 0.1350. If the returns are normally distributed what is the 5% VaR? [hint:

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24) The expected HPR of a portfolio is 30.70% and variance is 0.1350. If the returns are normally distributed what is the 5% VaR? [hint: use Z-value=1.64485] [1 point] A. 36.70% B. 56.50% C. 1.64485 D. 29.67% 25) A firm has an ROA of 8% and a debt/equity ratio of .5; its ROE is [1 point] A. 4.00% B. 6.00% C. 8.00% D. 12.00%

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