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Which one of the following correctly states the VaR for a 3 -year period with a 2.5% probability? Prob[Rp,TE(Rp)31.645p3]Prob[Rp,TE(Rp)31.645p3]Prob[Rp,TE(Rp)31.645p3]Prob[Rp,TE(Rp)31.960p3]Prob[Rp,TE(Rp)31.960p3]

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Which one of the following correctly states the VaR for a 3 -year period with a 2.5% probability? Prob[Rp,TE(Rp)31.645p3]Prob[Rp,TE(Rp)31.645p3]Prob[Rp,TE(Rp)31.645p3]Prob[Rp,TE(Rp)31.960p3]Prob[Rp,TE(Rp)31.960p3]

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