Using the normal approximation, find the value at risk for the confidence level 95%, that is, the amount $x$ % such that P(S ≤ $x$ %) = 95%. Then find the MGF function of S.
Using the normal approximation, find the value at risk for the confidence level 95%, that is, the amount $x$ % such that P(S ≤ $x$ %) = 95%. Then find the MGF function of S.
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