In the Risk Metrics Model, Value at Risk (VAR) Is

Multiple Choice

In the Risk Metrics model, value at risk (VAR) is calculated as

A) the price sensitivity times an adverse daily yield move.
B) the dollar value of a position times the price volatility.
C) the dollar value of a position times the potential adverse yield move.
D) the price volatility times the ÖN.
E) VaR times the ÖN.