155. Let U be a uniform random variable on [0,1]. Let T be a discrete random...

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155. Let U be a uniform random variable on [0,1]. Let T be a discrete random variable with the following pf P(T = 0) = 0.99, P(T = 1) = 0.01. Let X UT. Calculate VaR0.95 (X). 155. Let U be a uniform random variable on [0,1]. Let T be a discrete random variable with the following pf P(T = 0) = 0.99, P(T = 1) = 0.01. Let X UT. Calculate VaR0.95 (X).