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An investment has a 99% VaR of $200. The standard error of the 99% VaR is 15.5. The 95% confidence interval of this 99% VaR

An investment has a 99% VaR of $200. The standard error of the 99% VaR is 15.5. The 95% confidence interval of this 99% VaR falls between the lower value of [ ] and the upper value of [ ].

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