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The market price of an asset changed from 137.30 to 144.85. What was the continuously compounded return for this asset? Note: Your answer in must
The market price of an asset changed from 137.30 to 144.85. What was the continuously compounded return for this asset? Note: Your answer in must be expressed in percentage terms and accurate to within 0.01%. Your Answer: Percentage losses on an exposure of $47,400 have a mean of 1.7% and a standard deviation of 6.30%. What is the expected dollar loss? Note: Your answer must be accurate to within one dollar. Your Answer: Answer Question 4 (2 points) An investment portfolio has a 1-day 97.5% ES of $4 million. This means that the portfolio has a 2.5% chance of \$4 million over the next day. (a) losing more than (b) losing on average (c) making more than (d) making on average Both (a) and (c) Both (b) and (d)
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