Suppose that the daily return of a stock, R, satisfies that R - mu/sigma ~ t(3), where t(3) stands for a central t-distribution with 3 degrees of freedom. Suppose that mu = 0.001 and sigma = 0.015. Suppose that you buy $1000 worth of this stock. What is the VaR(0.1) with T equal to one day? If under the same assumptions except that the degree of freedom becomes a larger number, will VaR(0.1) with T equal to one day increase, decrease, or equal? Suppose that the daily return of a stock, R, satisfies that R - mu/sigma ~ t(3), where t(3) stands for a central t-distribution with 3 degrees of freedom. Suppose that mu = 0.001 and sigma = 0.015. Suppose that you buy $1000 worth of this stock. What is the VaR(0.1) with T equal to one day? If under the same assumptions except that the degree of freedom becomes a larger number, will VaR(0.1) with T equal to one day increase, decrease, or equal