不是很理解这题什么意思

问题如下：

Backtesting routinely compares daily profits and losses with model-generated risk measures to gauge the quality and accuracy of their risk measurement systems. The 1996 Market Risk Amendment describes the backtesting framework that is to accompany the internal models capital requirement. This backtesting framework involves

I.       The size of outliers

II.     The use of risk measure calibrated to a one-day holding period

III.   The size of outliers for a risk measure calibrated to a 10-day holding period

IV.    Number of outliers

选项：

II and III

II only

I and II

II and IV

解释：

D is correct. The backtesting framework in the IMA only counts the number of times a daily exception occurs (i.e., a loss worse than VAR). So, this involves the number of outliers and the daily VAR measure.