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Assuming your portfolio has a rate of return 10.5% and its risk is 20%, assuming there is a 5% probability loss of your portfolio under
Assuming your portfolio has a rate of return 10.5% and its risk is 20%, assuming there is a 5% probability loss of your portfolio under normal distribution, what's the portfolio's Value at Risk (VaR) (the normal distribution value of 5% probability of loss is (-1.644))? OA. -32.05% B.-15.58% OC.-12.16% OD 22.38%
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