Question: Using the percentile method, what is the worst expected loss of the below distribution if the risk manager wants to be 99% confident about the

Using the percentile method, what is the worst expected loss of the below distribution if the risk manager wants to be 99% confident about the estimate? Change in Value -30 -25 -10 5 15 3O 33 Probability (%) 5 10 20 30 20 10 5 Cum. Probability PA) 100 95 85 65 35 15 5 Select one: ('3 a. -30. O b.-27. (\"A c.-22. O d.-10. If\" e. -20

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