Multiple Choice
Consider a $900 portfolio with three assets,each held in equal value.The VaR of the portfolio is such that an increase in $1 of any of the asset holdings results in a $0.05 increase in VaR.The VaR of this portfolio is approximately equal to:
A) $5
B) $15
C) $45
D) $135
Correct Answer:
Verified
Correct Answer:
Verified
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