Question: MODULE CODE: 44-700131-BF-2020 QUESTION 2 ( 4 MARKS) After considering 2 years of data, a Fund Manager has determined that when his portfolio makes a

MODULE CODE: 44-700131-BF-2020 QUESTION 2 ( 4 MARKS) After considering 2 years of data, a Fund Manager has determined that when his portfolio makes a loss, the average loss is 75,000 and the standard deviation is 3,000 per week. a) With the use of Z scores, determine the maximum weekly loss both at 95% and a 99% confidence level b) What are the limitations of this methodology ? RE O D. Focus 2 23 E a * **

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