Which of the following is not a valid statement about VaR?
A) It is not a general measure of risk but a measure of extreme risk only.
B) It is an ingredient in computing capital requirements.
C) It is a single metric comparing return performance across portfolios.
D) It is a one-sided measure of risk.
Correct Answer:
Verified
Q15: A portfolio has a current value
Q16: A portfolio has a current value
Q17: Monte Carlo is widely-used approach for computing
Q18: VaR as a risk measure has the
Q19: The value-at-risk of a portfolio is
A)Always positive.
B)Always
Q21: Given two portfolios
Q22: Which of the following risk measures
Q23: Which of the following measures of risk
Q24: VaR fails the following requirement of a
Q25: If every position in a portfolio is
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