Question: The probability density function (PDF) for daily profits at ABC Inc. can be described by the following piecewise function (see figure below),p= 8/100for 100p= 2/100for

The probability density function (PDF) for daily profits at ABC Inc. can be described by the following piecewise function (see figure below),p= 8/100for 100p= 2/100for 0+10

a) What is the one-day 99% VaR for ABC Inc.?

b) What is the one-day 99% ES for ABC Inc.?

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