Using the percentile method, what is the worst expected loss of the below distribution if the risk manager wants to be 95 confident about the estimate Change in Value 30 25 10 5 15 30 33 Probability ( ) 5 10 20 30 20 10 5 Cum Probability ( ) 100 95 85 65 35 15 5 Select one a 22 b 30 c 25 d 10 e 20

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Question: Using the percentile method, what is the worst expected loss of the below distribution if the risk manager wants to be 95% confident about the

Using the percentile method, what is the worst expected loss of the below distribution if the risk manager wants to be 95% confident about the estimate?

Change in Value	-30	-25	-10	5	15	30	33
Probability (%)	5	10	20	30	20	10	5
Cum. Probability (%)	100	95	85	65	35	15	5

Select one:

a. -22.

b. -30.

c. -25.

d. -10.

e. -20.

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