I would like to understand how can I reach to answer below in steps.

How he identify a and b for the uniform distribution.

2. (a) An investor is contemplating an investment with a return of ER, where: R = 300, 000 - 500, 000U and U is a uniform [0, 1] random variable. Calculate each of the following measures of risk: (i) variance of return (ii) downside semi-variance of return (iii) shortfall probability, where the shortfall level is f100, 000 (iv) Value at Risk (VaR) at the 95% confidence level 2. (a) (i) The variance of R can be calculated directly from the formula 12 (b - a)? : var (R) = 1 300, 000 - (200, 000)]2 = 12 x 500, 0002 = 144, 3382 (ii) Since the uniform distribution is symmetrical, the semi-variance is just half the full variance: semi-variance= 1 2' 12 x 500, 0002 = 102, 0622 (iii) The shortfall probability can be evaluated using the formula b " for the distribution function of the uniform distribution: P(R