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Question
Which one of the following correctly states the VaR for a 3-year period with a 2.5 percent probability?
A. Prob[Rp,T 
E(Rp) 3 - 1.645 
p 
3]
B. Prob[Rp,T E(Rp) 3 - 1.645 p 3]
C. Prob[Rp,T E(Rp) 3 - 1.645 p 3]
D. Prob[Rp,T E(Rp) 3 - 1.960 p 3]
E. Prob[Rp,T E(Rp) 3 - 1.960 p 3]
Answer
This answer is hidden. It contains 16 characters.
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