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Let {Xnje be a sequence of independent identically distributed Normal random variables, with mean / E R and variance o' > 0. a) For arbitrary

Let {Xnje be a sequence of independent identically distributed Normal random variables, with mean / E R and variance o' > 0. a) For arbitrary Ac (0, 1), compute lim VaRx 7-+00 5 Xi . i=1

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