(True/False) When multiple risk factors are involved, the effect of these factors on VaR will always be additive. Select one: O True O False A portfolio has a current value of 1 million. The annual profit is distributed normally with mean 100,000 and standard deviation 100,000. What is the closest value for the annual 90% VaR? Select one: O a. 28,000 O b. 65,000 O c.-65,000 O d. - 28,000 Clear my choice (True/False) While measuring the risk of a portfolio, the model for the portfolio returns is justified based on the historical data of returns given by that portfolio. Select one: O True False
(True/False) When multiple risk factors are involved, the effect of these factors on VaR will always be additive. Select one: O True O False A portfolio has a current value of 1 million. The annual profit is distributed normally with mean 100,000 and standard deviation 100,000. What is the closest value for the annual 90% VaR? Select one: O a. 28,000 O b. 65,000 O c.-65,000 O d. - 28,000 Clear my choice (True/False) While measuring the risk of a portfolio, the model for the portfolio returns is justified based on the historical data of returns given by that portfolio. Select one: O True False
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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(True/False) When multiple risk factors are involved, the effect of these factors on VaR will always be additive.
Select one:
O True
O False
A portfolio has a current value of 1 million. The annual profit is distributed normally with mean 100,000 and standard deviation 100,000. What is the closest value for the annual 90% VaR?
Select one:
O a. 28,000
O b. 65,000
O c.-65,000
O d. - 28,000
Clear my choice
(True/False) While measuring the risk of a portfolio, the model for the portfolio returns is justified based on the historical data of returns given by that portfolio.
Select one:
O True
False
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