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The 10-Day VaR Is Often Assumed to Be Which of the Following

Question 18

Multiple Choice

The 10-day VaR is often assumed to be which of the following


A) The 1-day VaR multiplied by 10
B) The 1-day VaR multiplied by the square root of10
C) The 1-day VaR divided by 10
D) The 1-day VaR divided by the square root of 10

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