The probability density function (pdf) for daily profits at Rectangle Inc can be described by the following piece wise function (see figure below), p for 120 p for 0 10 What is the one day 95 VaR for Rectangle Inc What is the one day 95 ES for Rectangle Inc 20 24 12 10 20 24 12 10

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Question: The probability density function (pdf) for daily profits at Rectangle Inc. can be described by the following piece wise function (see figure below), p =

The probability density function (pdf) for daily profits at Rectangle Inc. can be described by the following piece wise function (see figure below),

p = The probability density function (pdf) for daily profits at Rectangle Inc. can for 120 p = be described by the following piece wise function (see figure below), p for 0+10

= for 120 p = for 0+10 What is the one-day 95%

What is the one-day 95% VaR for Rectangle Inc.?
What is the one-day 95% ES for Rectangle Inc.?

20 24 -12 +10 20 24 -12 +10

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