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What is the VaR of a portfolio with normally distributed returns at the 5% VaR?Assume the expected return is 15% and the variance is 0.04

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What is the VaR of a portfolio with normally distributed returns at the 5% VaR?Assume the expected return is 15% and the variance is 0.04 -8.68% 14.92% 6.78% -17.90% -12.26%

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