Question: Analytical VaR Use the table below at the given level of accuracy: Critical values for VaR calculations. alpha z_(alpha) 10% -1.282 5 -1.645 1 -2.326

Analytical VaR Use the table below at the given level of accuracy: Critical values for VaR calculations. alpha z_(alpha) 10% -1.282 5 -1.645 1 -2.326 Diamond Inc. is an investment company. One of its portfolios has a current market value of $30,000,000 and its returns follow a normal distribution with a mean of 10% and a standard deviation of 15% per year. At a 90% confidence level a. What is the portfolio VaR? $ Round your answer to the dollar. Do NOT use negative sign! b. What is the the minimum value of the portfolio during the next year? $ Round your answer to the dollar c. What is the portfolio ES? $ Round your answer to the dollar. Do

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