Solved

Practitioners Often Use a % VaR, Meaning That % of Returns

Question 76

Multiple Choice

Practitioners often use a ________% VaR, meaning that ________% of returns will exceed the VaR, and ________% will be worse.

A) 25, 75, 25
B) 75, 25, 75
C) 5, 95, 5
D) 95, 5, 95
E) 80, 80, 20

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