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( a ) Create a table presenting copula calculated CVaR for 9 combinations of portfolio combination ( 0 . 1 , 0 . 2 ,
a Create a table presenting copula calculated CVaR for combinations of portfolio combination and VaR b Plot the results c Discuss the trends and sensitivities you observe.
a Create a table presenting copula calculated CVaR for combinations of portfolio combination and VaR
b Plot the results
c Discuss the trends and sensitivities you observe.
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