2) (35pts) The probability density function for daily profits at Pyramid As- set Management can be described by the foll
Posted: Fri Nov 26, 2021 8:26 am
2) (35pts) The probability density function for daily profits at Pyramid As- set Management can be described by the following functions: P = - A<<<0 1 1 + 30 300 1 1 . 300 P = 0<x<A 30 The density function is zero for all other values of . Determine A. What is the one-day TVaR for 95% confidence level for Pyramid Asset Management?