Question: z The probability density function ( pdf ) for daily profits at XYZ Inc. can be described by the following function ( see figure below

z
The probability density function (pdf) for daily profits at XYZ Inc. can be described by the
following function (see figure below),
p=115, for -105
From this probability density function, the one-day 99% VaR for XYZ Inc. is a loss of 9.85(Try
to calculate the VaR on your own). Then, the one-day 99% ES for XYZ Inc. is a loss of
z The probability density function (pdf) for daily profits at XYZ

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