​The Maximum One-Day Loss Computed for the Value-At-Risk (VaR) Method

Multiple Choice

​The maximum one-day loss computed for the value-at-risk (VaR) method does not depend on:

A) ​the expected percentage change in the currency for the next day.
B) ​the standard deviation of the daily percentage changes in the currency over a previous period.
C) ​the current level of interest rates.
D) ​the confidence level used.