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PLEASE ANSWER ALL QUESTIONS 4.2 Prove that the risk measure based on the variance premium satisfies Axiom T, but not Axioms S,M, and PH. 4.3
PLEASE ANSWER ALL QUESTIONS
4.2 Prove that the risk measure based on the variance premium satisfies Axiom T, but not Axioms S,M, and PH. 4.3 Prove that the risk measure based on the standard-deviation premium satisfies Axioms S,T, and PH, but not Axiom MStep by Step Solution
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