Question: Example 2 Estimate mean and standard deviation for profit/loss distribution are $10 million and $12 million respectively. Computer VaR at 95% level. Answer is: $9.8M

Example 2 Estimate mean and standard deviation for profit/loss distribution are $10 million and $12 million respectively. Computer VaR at 95% level. Answer is: $9.8M Example 3 Estimate mean and standard deviation of returns are 10% and 20% respectively. Given that the beginning of period value was $100. Compute VaR at 95% level. Answer is: $23

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