Solved

Practitioners Often Use a % VaR, Meaning That % of Returns

Question 48

Multiple Choice

Practitioners often use a ________% VaR, meaning that ________% of returns will exceed the VaR, and ________% will be worse.

A) 25; 75; 25
B) 75; 25; 75
C) 1; 99; 1
D) 95; 5; 95
E) 80; 80; 20

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