Multiple Choice
Which of the following is FALSE regarding Value at Risk (VaR) ?
A) It is one of the premier risk-management techniques.
B) It is a measure of potential loss that could be exceeded at a given level of probability.
C) It can be calculated as a product of dollar value of position and portfolio return volatility.
D) It can only be estimated using the analytical method.
Correct Answer:
Verified
Correct Answer:
Verified
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