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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 8:27 am
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- 2 35pts The Probability Density Function For Daily Profits At Pyramid As Set Management Can Be Described By The Foll 1 (27.93 KiB) Viewed 67 times
2) (35pts) The probability density function for daily profits at Pyramid As- set Management can be described by the following functions: P C -A < x < 0 1 1 + 30 300 1 1 . 30 300 р = 0 < x <A 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?