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q32 What is the VaR of a $100 million portfolio with normally distributed returns at the 5% VaR? Assume the expected return is 10% and

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What is the VaR of a $100 million portfolio with normally distributed returns at the 5% VaR? Assume the expected return is 10% and the standard deviation is 12%. -13.520 29.74% -9.74% 10%

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