A portfolio has a current value of $1000.The annual profit $X$ is distributed normally with mean 100 and standard deviation 100.How much capital is adequate for the portfolio at a 95%-VaR?
A) $- 133$
B) $- 65$
C) $65$
D) $133$

Question

Quizplus · Accepted Answer

The Answer of A portfolio has a current value of $1000.The annual profit $X$ is distributed normally with mean 100 and standard deviation 100.How much capital is adequate for the portfolio at a 95%-VaR?
A) $- 133$
B) $- 65$
C) $65$
D) $133$

A Portfolio Has a Current Value of $1000 XXX Is Distributed Normally with Mean 100 and Standard Deviation 100

A Portfolio Has a Current Value of $1000 $X$ Is Distributed Normally with Mean 100 and Standard Deviation 100