Answer: Option A
Prob[Rp,T ≤ E(Rp) × 3 - 1.960 × σp √3]
Step-by-step explanation:
It should be noted that, the VaR for a 3-year period with a 2.5 percent probability is Prob[Rp,T ≤ E(Rp) × 3 - 1.960 × σp √3]. Therefore, option A only is correct while other options are wrong
What expression? I don't see any
Answer:
Step-by-step explanation:
Sin(30o) = 0.5 or 1/2
Sin(60o) = sqrt(3)/2
So the statement is false
Answer:
Step-by-step explanation:
Answer:

Step-by-step explanation:

we substitute the value of "y" in the equation: