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Unformatted text preview: tfolios? d) Indicate in the figure how you would determine the probability that the return of the "dashed" portfolio is below ‐0.5. e) Let's say that the probability in d) is 0.1, compute one‐year 90% Value‐at‐Risk ($ amount) of the "dashed" portfolio. f) Indicate in the figure how would you determine the probability that "solid" portfolio return will be above 0.5? g) Indicate in the figure how would you determine the probability that "solid" portfolio return will be between ‐0.25 and 0.25? 5. Orange fund is a mutual fund that i...
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This note was uploaded on 02/08/2014 for the course COMM 374 taught by Professor Lazrak during the Spring '08 term at The University of British Columbia.
 Spring '08
 Lazrak

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