Value at risk (VaR) is a measure of the:
A) maximum potential loss.
B) amount of loss that should be expected in the future.
C) minimum loss that should be expected if a low probability negative event occurs.
D) maximum loss that is anticipated if a market crash occurs.

Question

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The Answer of Value at risk (VaR) is a measure of the:
A) maximum potential loss.
B) amount of loss that should be expected in the future.
C) minimum loss that should be expected if a low probability negative event occurs.
D) maximum loss that is anticipated if a market crash occurs.

Value at Risk (VaR) Is a Measure of The