Multiple Choice
If every position in a portfolio is doubled in size,the risk contribution of the original portion of the portfolio,as measured by VaR,will
A) Remain the same as before.
B) Double.
C) Halve.
D) More than double.
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q9: Consider a two-asset portfolio invested with
Q10: Which of the following risk measures
Q11: Consider a two-asset portfolio invested with
Q12: A portfolio has a current value
Q13: "Subadditivity" is the requirement of a coherent
Q15: Value-at-Risk (VaR)is most closely defined as<br>A)The probability
Q16: The value-at-risk of a portfolio is<br>A)Always positive.<br>B)Always
Q17: You invest $100 each in two
Q18: Monte Carlo is widely-used approach for computing
Q19: A portfolio has a current value