Question: In the previous chapter, we calculated the VaR for Box Asset Management, which has profits that are described by the following PDF: What is the

In the previous chapter, we calculated the VaR for Box Asset Management, which has profits that are described by the following PDF:p= 200 for-100 100

What is the one-day 95% expected shortfall of Box Asset Management?

p= 200 for-100 100

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