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The probability density function (pdf) for daily profits at Rectangle Inc. can be described by the following piece wise function (see figure below), p =
The probability density function (pdf) for daily profits at Rectangle Inc. can be described by the following piece wise function (see figure below),
p = 
for 120 p = 
for 0+10
- What is the one-day 95% VaR for Rectangle Inc.?
- What is the one-day 95% ES for Rectangle Inc.?
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Overcoming Debt Achieving Financial Freedom
Authors: Cindy Zuniga-Sanchez
1st Edition
1119902320, 978-1119902324
