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What is the expected and var for strategy

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A portfolio manager manages a fund of 10million GBP. The strategy she runs is expected to deliver an avg. rate of return of 10% over the next year with a standard deviation of 20%. What is the expected 95% and 5% VAR for this strategy? In addition, if the portfolio manager provides an annual return that is greater than 15%, she will receive a promotion. Using the information above, what is the likelihood she will be promoted? Assume all returns fit a normal distribution. There is no other information provided or factors to consider.

Reference no: EM133000547

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