3. You are presented with an investment strategy with a mean return of 20% and a standard deviation of 10%. What is the probability of a negative return if the returns are normally distributed? What if the distribution is symmetrical, but otherwise unknown? 4. Suppose you invest in a product whose returns follow a uniform distribution between -40% and +60%. What is the expected return? What is the 95% VaR? The expected shortfall?
https://writingexpert.net/wp-content/uploads/2020/07/W.E-logo.png 0 0 Paul https://writingexpert.net/wp-content/uploads/2020/07/W.E-logo.png Paul2020-09-29 14:59:362020-09-29 14:59:363. You are presented with an investment strategy with a mean return of 20% and a standard deviation.