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Please follow the following instructions. The instructions indicate how to generate log returns of AAA Inc. install.packages ( QRM ) library ( QRM
Please follow the following instructions. The instructions indicate how to generate log
returns of AAA Inc.
install.packagesQRM
libraryQRM
set.seed
AAA rnorm
logreturns difflogAAA
Please answer the following questions # through #
Assuming that the daily log returns for AAA Inc. follow a normal distribution, the VaR is a
loss of
Based on the sample distribution, the VaR is a loss of
Assuming that the daily log returns for AAA Inc. follow a normal distribution, the is a
loss of
Based on the sample distribution, the is a loss of
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