Multiple Choice
A portfolio has a 2.0 percent chance of losing 15 percent or more according to the VaR when T = 1.This can be interpreted to mean that the portfolio is expected to have an annual loss of 15 percent or more once in every how many years?
A) 1.0
B) 2.0
C) 25
D) 50
E) 100
Correct Answer:
Verified
Correct Answer:
Verified
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