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    Derivatives and Risk Management Study Set 2
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    Exam 14: Financial Risk Management Techniques and Appplications
  5. Question
    The Historical Method of Estimating Value at Risk Uses the Performance
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The Historical Method of Estimating Value at Risk Uses the Performance

Question 12

Question 12

True/False

The historical method of estimating Value at Risk uses the performance of the portfolio over the last ten years.

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