Exercise 1 Problem 2 Value of the portfolio containing single asset is $100. Return of the asset is normally distributed with annual mean return 10% and annual standart deviation 30% -With 1% probabilty what is the maximum loss at the end of the year or what is the VaR at 1%? Example 3 Value of the portfolio today is $100. Annual mean10%, o = 30%. Time horizon is one year. What is the VOR at 2% and 1% probability