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Refer to the standard normal table, find - 1 ( 1 % ) , - 1 ( 2 % ) , - 1 ( 3
Refer to the standard normal table, find
and
The daily returns of a portfolio are normally distributed with a mean of and a standard
deviation of What is the day VaR for the portfolio return? What is the day
VaR? What is the day VaR.
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