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Please answer Question #4 and provide an explanation for answer please. The Value-at-Risk measure assumes which one of the following? A. returns are normally distributed

Please answer Question #4 and provide an explanation for answer please.

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The Value-at-Risk measure assumes which one of the following? A. returns are normally distributed B. portfolios lie on the efficient frontier C. all portfolios are fully diversified D. returns tend to follow repetitive patterns E the risk premium is constant over time

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