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Arithmetic returns are normally distributed with mean 0.1 and standard deviation 0.25. Portfolio is currently worth $100. (a) Calculate the 95% VaR (b) Interpret the

Arithmetic returns are normally distributed with mean 0.1 and standard deviation 0.25. Portfolio is currently worth $100. (a) Calculate the 95% VaR (b) Interpret the above 95% VaR

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