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5. Suppose the risk measure It is VaR(o) for some a. Let P, and P2 be two portfolios whose returns have a joint normal distribution

5. Suppose the risk measure It is VaR(o) for some a. Let P, and P2 be two portfolios whose returns have a joint normal distribution with means #1 and #2, standard deviations of and 02, and correlation...

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