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What is the VaR of a $100 million portfolio with normally distributed returns at the 5% VaR? Assume the expected return is 10% and the

What is the VaR of a $100 million portfolio with normally distributed returns at the 5% VaR? Assume the expected return is 10% and the standard deviation is 12%. 29.74% -13.52% -9.744 104

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