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From a risk modelling context, analyse the performance of the Canadian Investment portfolio using Figure 6.2, Figure 6.3, Table 6.2 and Table 6.3 as your
From a risk modelling context, analyse the performance of the Canadian Investment portfolio using Figure 6.2, Figure 6.3, Table 6.2 and Table 6.3 as your references and recommend if African Bank should retain this investment. Your analysis should provide an interpretation of the statistics provided and in addition determine (VaR) at the 0.95 confidence level
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