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You are trying to measure the VAR of a $10m portfolio over the next year. The annual expected return is 12% and the annualized standard

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You are trying to measure the VAR of a $10m portfolio over the next year. The annual expected return is 12% and the annualized standard deviation is 18%. Is this portfolio appropriate for an individual who can tolerate losing about 2,000,000 every 20 years? Yes O No

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