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Compute the VaR(95%) and ES(95%) of the portfolio managed by Absolute Asset Management if its returns, r, follow the distribution specified below: [4 points) p(r)
Compute the VaR(95%) and ES(95%) of the portfolio managed by Absolute Asset Management if its returns, r, follow the distribution specified below: [4 points) p(r) = 1 10 1r 1001 - 10 Sr 510 =
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