Question: Suppose your portfolio return is normally distributed with a mean of 0. The daily 1% VaR of your portfolio is 12%. What is the 5%

Suppose your portfolio return is normally distributed with a mean of 0. The daily 1% VaR of your portfolio is 12%. What is the 5% VaR of your portfolio? (Hint: The one-percentile and five-percentile...

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