3 P = 1 a - 15

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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2) The probability density function for daily profits at Pyramid Asset Man-
agement can be described by the following functions:
1
- 15 <x < 5
80
400
5
1
5 < x < 25
80
400
The density function is zero for all other values of. What is the one-day
95% VaR for Pyramid Asset Management?
||
Transcribed Image Text:2) The probability density function for daily profits at Pyramid Asset Man- agement can be described by the following functions: 1 - 15 <x < 5 80 400 5 1 5 < x < 25 80 400 The density function is zero for all other values of. What is the one-day 95% VaR for Pyramid Asset Management? ||
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