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Use Excel to compute the answer. Suppose a portfolio's daily return is normally distributed with mean return of 0.04% and std. of 0.8%. What is
Use Excel to compute the answer. Suppose a portfolio's daily return is normally distributed with mean return of 0.04% and std. of 0.8%. What is the 10% VaR of the portfolio in a day? Select one: O a. 0.985% O b.-9.85% O c. -0.985% O d. -0.75%
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