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The 5% VaR of a $10 million portfolio with normally distributed returns is. Assume the expected return is 13% and the standard deviation is 18%.

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The 5% VaR of a $10 million portfolio with normally distributed returns is. Assume the expected return is 13% and the standard deviation is 18%. A. -13% OB.-3.45% OC.-16.7% D. -20%

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