问题如下图：
您好，这道题目不能用插值法计算吗？那什么情况下可以使用插值法什么情况下不可以使用插值法如何区别呢？谢谢啦！
NO.PZ2020011303000053 问题如下 A one-yeprojeha 3% chanof losing US10million, a 7% chanof losing US3 million, ana 90% chanof gaining US1 million. Whare (the Van(the expecteshortfall when the confinlevel is 95% anthe time horizon is one year? Vis US3 million. Expecteshortfall (US is 10 × 0.6 + 3 × 0.4 = 7.2. 有一个项目，3%的概率会损失10m，7%损失3m，90%概率会获得1m，求95%置信区间下的VaR与ES？VaR=3mES=10 × 0.6 + 3 × 0.4 = 7.2m 什么这里的VaR不是用插值法？ES又是按比例算？
NO.PZ2020011303000053 问题如下 A one-yeprojeha 3% chanof losing US10million, a 7% chanof losing US3 million, ana 90% chanof gaining US1 million. Whare (the Van(the expecteshortfall when the confinlevel is 95% anthe time horizon is one year? Vis US3 million. Expecteshortfall (US is 10 × 0.6 + 3 × 0.4 = 7.2. 有一个项目，3%的概率会损失10m，7%损失3m，90%概率会获得1m，求95%置信区间下的VaR与ES？VaR=3mES=10 × 0.6 + 3 × 0.4 = 7.2m 离散型的尾部ES都不能用算数平均，要用这种按比例的算法吗？讲义上有提到吗？
NO.PZ2020011303000053 问题如下 A one-yeprojeha 3% chanof losing US10million, a 7% chanof losing US3 million, ana 90% chanof gaining US1 million. Whare (the Van(the expecteshortfall when the confinlevel is 95% anthe time horizon is one year? Vis US3 million. Expecteshortfall (US is 10 × 0.6 + 3 × 0.4 = 7.2. 有一个项目，3%的概率会损失10m，7%损失3m，90%概率会获得1m，求95%置信区间下的VaR与ES？VaR=3mES=10 × 0.6 + 3 × 0.4 = 7.2m
NO.PZ2020011303000053问题如下A one-yeprojeha 3% chanof losing US10million, a 7% chanof losing US3 million, ana 90% chanof gaining US1 million. Whare (the Van(the expecteshortfall when the confinlevel is 95% anthe time horizon is one year? Vis US3 million. Expecteshortfall (US is 10 × 0.6 + 3 × 0.4 = 7.2. 有一个项目，3%的概率会损失10m，7%损失3m，90%概率会获得1m，求95%置信区间下的VaR与ES？VaR=3mES=10 × 0.6 + 3 × 0.4 = 7.2m 完全不明白，以前的解答不明白，请详细说说，在讲义哪里。谢谢
NO.PZ2020011303000053问题如下A one-yeprojeha 3% chanof losing US10million, a 7% chanof losing US3 million, ana 90% chanof gaining US1 million. Whare (the Van(the expecteshortfall when the confinlevel is 95% anthe time horizon is one year? Vis US3 million. Expecteshortfall (US is 10 × 0.6 + 3 × 0.4 = 7.2. 讲义308页说the ES gives tail losses equweight... 与此处答案的ES计算方法是否冲突？该如何理解？
