4. The geometric return Rt of an asset over time interval (t-1, t] is normally distributed with mean yr and standard deviation or. Compute AVaR of this asset over time horizon [t 1,t) at confidence threshold a. 4. The geometric return Rt of an asset over time interval (t-1, t] is normally distributed with mean yr and standard deviation or. Compute AVaR of this asset over time horizon [t 1,t) at confidence threshold a