loss-distribution

  1. A

    P1.T4 "Valuation & Risk Model" EOC 1.15.

    Question: "The distribution of the losses from a project over one year has a normal loss distribution with a mean of -10 and a standard deviation of 20. What is the one-year VaR when the confidence level is (a) 95%, (b) 99%, and (c) 99.9%?" Answer: (a) 22.9, (b) 36.5, (c) 51.8. Could someone...
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