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3. (20 pts) Consider a loss distribution of a portfolio L(MillionU SD) Pi 5 10 15 20 30 ? 0.3 ? 0.2 0.1 with E[L]

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3. (20 pts) Consider a loss distribution of a portfolio L(MillionU SD) Pi 5 10 15 20 30 ? 0.3 ? 0.2 0.1 with E[L] = 15 million USD. Calculate , a) TVaRo.7 b) TV a R0.9 1 3. (20 pts) Consider a loss distribution of a portfolio L(MillionU SD) Pi 5 10 15 20 30 ? 0.3 ? 0.2 0.1 with E[L] = 15 million USD. Calculate , a) TVaRo.7 b) TV a R0.9 1

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