Question: 3. i) If a risk X is gaussian (normally distributed), i.e. X~ N(u,02), compute AVaR (X). ii) Use the formula obtained in i) to plot

3. i) If a risk X is gaussian (normally distributed), i.e.

3. i) If a risk X is gaussian (normally distributed), i.e. X~ N(u,02), compute AVaR (X). ii) Use the formula obtained in i) to plot AVaR against the confidence threshold a. 3. i) If a risk X is gaussian (normally distributed), i.e. X~ N(u,02), compute AVaR (X). ii) Use the formula obtained in i) to plot AVaR against the confidence threshold a

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