Value of the portfolio containing single asset is $100 thousand . Return of the asset is normally distributed with annual mean return 10% and annual standart deviation 30%. With 1% probabilty what is the maximum loss at the end of the 1 week or what is the VaR at 1%? With 2% probabilty what is the maximum loss at the end of the 15 days? With 5% probabilty what is the maximum loss at the end of the 2 months? HINT: One year is 225 working days.

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