Question: Please answer throughly and neatly . I will rate high if the answer is correct and all parts are answered . Thank you 8. The

Please answer throughly and neatly . I will rate high if the answer is correct and all parts are answered . Thank you

8. The probability that the loss from a portfolio will be greater than $10 million in one month is estimated to be 5%. (12.17) What is the one-month 99% VaR assuming the change in value of the portfolio is normally distributed with zero mean? [5] What is the one-month 99% VaR assuming the power law applies with = 3? 151 a. b

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