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Daily returns of Equity A are independently and continuously distributed. Its VaR 1% is found to be -10%. Further research indicates the returns are symmetrically distributed at their mean return of 0%. (i) (ii) (iii) [2 marks] Provided that the return is 0.1% on day 1, what is the probability that the return will be lower than -10% on day 2? [3 marks] Given a 10-trading-day investigation window, what is the probability of observing at least one daily return exceeding 10%? [2 marks] Given a 90-trading-day investigation window, what is the probability of observing no daily returns lower than 10%? [3 marks] Assuming that the number of daily returns exceeding 5% is a Poisson process with the expectation of 15 over any single year. What is the probability that the time between two successive daily returns exceeding 5% is less than 0.1 year? (iv) Daily returns of Equity A are independently and continuously distributed. Its VaR 1% is found to be -10%. Further research indicates the returns are symmetrically distributed at their mean return of 0%. (i) (ii) (iii) [2 marks] Provided that the return is 0.1% on day 1, what is the probability that the return will be lower than -10% on day 2? [3 marks] Given a 10-trading-day investigation window, what is the probability of observing at least one daily return exceeding 10%? [2 marks] Given a 90-trading-day investigation window, what is the probability of observing no daily returns lower than 10%? [3 marks] Assuming that the number of daily returns exceeding 5% is a Poisson process with the expectation of 15 over any single year. What is the probability that the time between two successive daily returns exceeding 5% is less than 0.1 year? (iv)