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The Difference Between Standard Deviation and Value at Risk Is

Question 88

Multiple Choice

The difference between standard deviation and value at risk is:


A) nothing, they are two names for the same thing.
B) value at risk is a more common measure in financial circles than is standard deviation.
C) standard deviation reflects the spread of possible outcomes where value at risk focuses on the value of the worst outcome.
D) value at risk is expected value times the standard deviation.

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