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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Related Book For
Fundamentals Of Investments Valuation And Management
ISBN: 9781266824012
10th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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