Value at risk estimates the ____ a particular investment for a specified confidence level.
A)beta of
B)risk-free rate of
C)largest expected loss to
D)standard deviation of

Question

Quizplus · Accepted Answer

Value at Risk (VaR) is a statistical measure used to assess the level of financial risk within a firm, portfolio, or position over a specific time frame. It estimates the largest expected loss to a particular investment for a specified confidence level, under normal market conditions.

Value at Risk Estimates the ____ a Particular Investment for a Specified