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Calculate the Basel Regulatory Credit VaR for a $100 Million loan portfolio with recovery rate of 95% and copula correlation of 15%. Select one: a.

Calculate the Basel Regulatory Credit VaR for a $100 Million loan portfolio with recovery rate of 95% and copula correlation of 15%. Select one: a. None of the other answers provided is correct. b. $2,297,228 c. $625,315 d. $1,249,581 e. $4,683,931

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