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Loss Prob. Cum. Prob Please calculate 95% expected shortfall. 0 0.684 0.684 25 0.036 0.72 30 0.076 0.796 45 0.171 0.967 55 0.004 0.971 70
| Loss | Prob. | Cum. Prob | Please calculate 95% expected shortfall. | |
| 0 | 0.684 | 0.684 | ||
| 25 | 0.036 | 0.72 | ||
| 30 | 0.076 | 0.796 | ||
| 45 | 0.171 | 0.967 | ||
| 55 | 0.004 | 0.971 | ||
| 70 | 0.009 | 0.98 | ||
| 75 | 0.019 | 0.999 | ||
| 100 | 0.001 | 1 |
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Chance And Chaos
Authors: David Ruelle
1st Edition
069121395X, 9780691213958
