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6. Let L be a loss random variable with finite second moment. Prove or disprove each of the following risk measure as coherent risk measure.

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6. Let L be a loss random variable with finite second moment. Prove or disprove each of the following risk measure as coherent risk measure. If it is not a coherent risk measure, state the axiom(s) that are violated. (a) E[L], (b) Var (L), (c) Var(L) + KE[L], where k is a constant

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