Multiple Choice
To compute a 2-year VaR, the average return is calculated as
A) Twice the 1-year return
B) Being equal to the 1-year return
C) The 1-year return multiplied by (1 + the 1-year return)
D) (1 + one-year return) 2
E) Taking square root of the 1-year return
Correct Answer:
Verified
Correct Answer:
Verified
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