Question: Consider a random variableX with the following distribution: value: 9.7 1.9 4.1 18.5 18.4 15.5 16.6 11 12.9 15.9 probability: 0.1 0.1 0.1 0.1 0.15

Consider a random variableX with the following distribution:

value: 9.7 1.9 4.1 18.5 18.4 15.5 16.6 11 12.9 15.9
probability: 0.1 0.1 0.1 0.1 0.15 0.05 0.1 0.12 0.1 0.08

What is the value of CVaR30%[X]? Report your answer using two decimals.

Note: only one try is possible in this problem.

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