Two different investments and their risk! INVESTERING 1 INVESTERING 2 SSH Payout 2.000.000 2.000.000 10.000.000 94% 3% Payout 2.500.000,00 - 3.000.000,00 - 7.500.000,00 SSH 85% 10% 5% 3% Returns are stated as annual returns Question a): What is the average payout for the two investments separately Question b): What is the standard deviation for each of the two investments separately Question c): What are the 95% and 99% Xab, respectively, for the two investments on a 1-year time horizon separately Question d): What are 95% and 99% Expected Shortfall, respectively, for the two investments on a 1-year time horizon separately The two investments can also be made together as dependent investments. Question e): What are 95% and 99% Vab, respectively, for the total investment over a 1-year time horizon. Question f): What are 95% and 99% Expected Shortfall, respectively, for the total investment over a 1-year time horizon. Two different investments and their risk! INVESTERING 1 INVESTERING 2 SSH Payout 2.000.000 2.000.000 10.000.000 94% 3% Payout 2.500.000,00 - 3.000.000,00 - 7.500.000,00 SSH 85% 10% 5% 3% Returns are stated as annual returns Question a): What is the average payout for the two investments separately Question b): What is the standard deviation for each of the two investments separately Question c): What are the 95% and 99% Xab, respectively, for the two investments on a 1-year time horizon separately Question d): What are 95% and 99% Expected Shortfall, respectively, for the two investments on a 1-year time horizon separately The two investments can also be made together as dependent investments. Question e): What are 95% and 99% Vab, respectively, for the total investment over a 1-year time horizon. Question f): What are 95% and 99% Expected Shortfall, respectively, for the total investment over a 1-year time horizon