求高手帮助 VaR问题

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suppose that each of two investment has a 4% chance of a loss of $10 million, a 2% chance of a loss $1 million, and 94% chance of a profit of $1 million. the are independent of each other. What is  the VaR for one of the investment when the confident level is 95%?

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关键词：VaR 求高手 Independent Investment investmen investment suppose profit