To compute a 2-year VaR, the average return is calculated as
A) Twice the 1-year return
B) Being equal to the 1-year return
C) The 1-year return multiplied by (1 + the 1-year return)
D) (1 + one-year return) 2
E) Taking square root of the 1-year return
Correct Answer:
Verified
Q52: With a monthly standard deviation
Q53: A portfolio's return above or below the
Q54: Which of the following performance measures requires
Q55: Which of the following is not true
Q56: Without a risk-free asset in the hypothetical
Q58: VaR is based on the.
A) Beta
B) Normal
Q59: While you can lend at the risk-free
Q60: Which of the following performance measures is
Q61: A portfolio with a beta of 0.9
Q62: What is the Sharpe ratio of Portfolio
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents