What is the c-var for the portfolio

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Question 1: Each of two independent projects (A and B) has a probability 0.02 of a loss of $750, a probability 0.02 of a loss of $250 and a 0.96 probability of a gain of $200. What is the 97.5% C-VaR for the PORTFOLIO made of A and B?

Reference no: EM132499519

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