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Assume that your portfolio has an expected return of 22% and a standard deviation of returns of 41.6%. What is the 5% Value-at-Risk (VaR)? Group

Assume that your portfolio has an expected return of 22% and a standard deviation of returns of 41.6%. What is the 5% Value-at-Risk (VaR)? Group of answer choices -46.22% -23.15% 23.15% 46.31%

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