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A bank estimates that its profit next year is normally distributed with a mean of 0 . 9 5 % of assets and the standard

A bank estimates that its profit next year is normally distributed
with a mean of 0.95% of assets and the standard deviation of 5% of
assets. How much equity (as a percentage of assets) does the hedge
fund manager need in order to be 99% sure that he will have positive
equity at the end of the year?

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