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Gregaria Co.'s stock return in the past three yearsis 19%, 12%, and -18% a. What is the firm's annual expected rate of return using time-series

Gregaria Co.'s stock return in the past three yearsis 19%, 12%, and -18%

a. What is the firm's annual expected rate of return using time-series analysis?

b. What is the standard deviation of the stock return?

c. Assume that the stock return is normally distributed. What is VaR at 99% confidence interval (use Z= -2.33)?

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