F567C.s2019.exercise 8.solution.pdf - Finance 567C...

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Finance 567C Spring 2018 Financial Risk Management Neil D. Pearson 1 Name: Solution to In-Class Exercise 8 Monday, February 11, 2019 (4 points) 1. Let X be a random variable, and u > 0 a positive constant. Suppose that the conditional distribution function is given by . 1 1 ) ( ) | ( / 1

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