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IntroA stock has an annual return of 10% and a standard deviation of45%.Part 1What is the highest annual return among the lowest returns thatoccur with
IntroA stock has an annual return of 10% and a standard deviation of45%.Part 1What is the highest annual return among the lowest returns thatoccur with a probability of 5% (95% VaR)? 2 answers
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Global Investments
Authors: Bruno Solnik, Dennis McLeavey
6th edition
321527704, 978-0321527707
