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Assume that a portfolio has an expected return of 8 and a variance of 14. 1) Find the 99.5% VaR. What does this mean? 2)

Assume that a portfolio has an expected return of 8 and a variance of 14. 1) Find the 99.5% VaR. What does this mean? 2) Find the expected shortfall linked with the VaR you found.

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