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(6p) The returns for a portfolio of a financial institution (F) are given bellow. Return ou 10.02 0,05 0.05 08 DOG pos 0.04 POB 06

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(6p) The returns for a portfolio of a financial institution (F) are given bellow. Return ou 10.02 0,05 0.05 08 DOG pos 0.04 POB 06 Time 16 18 110 a. What is the probability that the return will be at least 10% based on a normal distribution? b. Assume that the Fil has invested $5000000 in the portfolio Determine the daily earnings at risk (DEAR or VaRi) with the 99% confidence level Explain what this value mean c. How long will it take until bankruptcy takes place? Prove your answer Fete the SI TITTER (6p) The returns for a portfolio of a financial institution (F) are given bellow. Return ou 10.02 0,05 0.05 08 DOG pos 0.04 POB 06 Time 16 18 110 a. What is the probability that the return will be at least 10% based on a normal distribution? b. Assume that the Fil has invested $5000000 in the portfolio Determine the daily earnings at risk (DEAR or VaRi) with the 99% confidence level Explain what this value mean c. How long will it take until bankruptcy takes place? Prove your answer Fete the SI TITTER

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