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Question 4 (10 marks) Percival, a manager at Kelso investment bank, is concemed about the state of global politics and how this may affect his

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Question 4 (10 marks) Percival, a manager at Kelso investment bank, is concemed about the state of global politics and how this may affect his client's portfolio (amongst other things). The portfolio is currently worth $100m. He has decided to model the return on this portfolio over the next year with a reversed Weibull distribution. He has consulted with his colleague Carla, and has decided that the appropriate parameters are p = -0.02, o = 0.06, and

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