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A Portfolio Has a Current Value of $1000 Is Distributed Normally with Mean 100 and Standard Deviation 100
Multiple Choice
A portfolio has a current value of $1000. The annual profit is distributed normally with mean 100 and standard deviation 100. What is the 99%-VaR?
A)
B)
C)
D)
Correct Answer:

Verified
Correct Answer:
Verified
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