For the Ned Kelley Hedge Fund specified in our previous examples, what is the expected loss for

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For the Ned Kelley Hedge Fund specified in our previous examples, what is the expected loss for the coming year with a probability of 5 percent?

Example 13.12

Going back to the Ned Kelley Hedge Fund, what loss level might we expect over six months with a probability of .17?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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