1 lf the daily, 95% confidence level value at risk (VaR) of a portfolio is correctly estimated to be $10,000, one would expect that: a. In 1 out of 20 days, the portfolio value will decline by $10,000 or less. b. In 1 out of 95 days, the portfolio value will decline by $10,000 or less. c. In 1 out of 95 days, the portfolio value will decline by $10,000 or more. d. In 1 out of 20 days, the portfolio value will decline by $10,000 or more.

1 lf the daily, 95% confidence level value at risk (VaR) of a portfolio is correctly estimated to be $10,000, one would expect that: a. In 1 out of 20 days, the portfolio value will decline by $10,000 or less. b. In 1 out of 95 days, the portfolio value will decline by $10,000 or less. c. In 1 out of 95 days, the portfolio value will decline by $10,000 or more. d. In 1 out of 20 days, the portfolio value will decline by $10,000 or more.

FINANCIAL ACCOUNTING

10th Edition

ISBN:9781259964947

Author:Libby

Publisher:Libby

Chapter1: Financial Statements And Business Decisions

Section: Chapter Questions

Problem 1Q

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