Find the 1-month 99% var, The 1-month loss is normally

Find the 1-month 99% var

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Question: The 1-month loss is normally distributed with mean -1 ($ million) and standard deviation 2 ($ million). (a) Find the 1-month 99% VaR. (b) Find the 1-month 99% ES.

Reference no: EM133264764

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