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Consider a position X that follows the uniform random variable over the interval (-10, 100). For some given h compute the VaR h (X 3
Consider a position X that follows the uniform random variable over the interval (-10, 100).
For some given h compute the VaRh(X3).
(110h-10)3
(110+10h)3
-(110h-10)3
-(110-10h)3
-2(110-10h)3
(110h+10)3
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