An asset has normally-distributed returns with mean of 10, Financial Management

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An asset has normally-distributed returns with mean of 10

1. An asset has normally-distributed returns, with mean of 10% and standard deviation of 19.5%. What is the 4% VaR (value at risk) return? Enter answer in percents.

2. A portfolio with a 22% standard deviation generated a return of 12% last year when T-bills were paying 4%. This portfolio had a Sharpe measure of?

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Financial Management: An asset has normally-distributed returns with mean of 10

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