Moving to the next question prevent changes to this answer Question 1 of points Sat Question 1 (6p) The returns for a portfolio of a financial institution are given bellow. 0.02 Time Return 0.04 005 005 DOS 2.06 0.05 004 POR p. 10 a. What is the probability that the return will be at least 10% based on a normal distribution? 6. Assume that the files invested $500000 in the portfolio Determine the daily earnings at risk (DEAR OF VaR) with the 99% confidence level. Explain what this value mean c. How long will it take until bankruptcy takes place? Prove your answer For the toolbar, press ALT+F10/PC) or ALT+FN+F10(Mac) B IWS Paragraph Arial 10pt A T. MO xx, Be T Te x - + +] TT ES EBE E. 38 13 () MacBook Air sr |- |- 5 1 V Moving to the next question prevent changes to this answer Question 1 of points Sat Question 1 (6p) The returns for a portfolio of a financial institution are given bellow. 0.02 Time Return 0.04 005 005 DOS 2.06 0.05 004 POR p. 10 a. What is the probability that the return will be at least 10% based on a normal distribution? 6. Assume that the files invested $500000 in the portfolio Determine the daily earnings at risk (DEAR OF VaR) with the 99% confidence level. Explain what this value mean c. How long will it take until bankruptcy takes place? Prove your answer For the toolbar, press ALT+F10/PC) or ALT+FN+F10(Mac) B IWS Paragraph Arial 10pt A T. MO xx, Be T Te x - + +] TT ES EBE E. 38 13 () MacBook Air sr |- |- 5 1 V