Question: Paragraph Styles 2. Consider two investments. Each has a 5% chance of a loss of $20 million, a 2% chance of a loss of $0.5

Paragraph Styles 2. Consider two investments. Each has a 5% chance of a loss of $20 million, a 2% chance of a loss of $0.5 million, and a 93% chance of a profit of $2 million. They are independent of each other. a. What is the 95% confidence level VaR for each of the investments? b. What is the 95% confidence level ES for each of the investments? c. What is the 95% confidence level VaR for a portfolio consisting of the two investments when the confidence level is 95%? d. What is the 95% confidence level ES for a portfolio consisting of the two investments when the confidence level is 95%

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