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A portfolio has an annual expected return of all and an annual standard deviation of 12.5%. The current value of the portfolio is 30000 million,

A portfolio has an annual expected return of all and an annual standard deviation of 12.5%. The current value of the portfolio is 30000 million, The 1-day VaRt 97.5% confidence level is reported as a positive values O9 b. 96.14 Ot39129 Od 378.14

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