李羊羊羊羊 · 2025年06月05日
NO.PZ2015121801000032
问题如下：
If a company has a one-day 5% Value at Risk of $1 million, this means:
选项：
A.
5% of the time the firm is expected to lose at least $1 million in one day.
B.
95% of the time the firm is expected to lose at least $1 million in one day.
C.
5% of the time the firm is expected to lose no more than $1 million in one day.
解释：
A is correct.
The VaR measure indicates the probability of a loss of at least a certain level in a time period.
A和C的翻译麻烦老师讲一下
NO.PZ2015121801000032 问题如下 If a company ha one-y 5% Value Risk of $1 million, this means: A.5% of the time the firm is expecteto lose least $1 million in one y. B.95% of the time the firm is expecteto lose least $1 million in one y. C.5% of the time the firm is expecteto lose no more th$1 million in one y. is correct.The Vmeasure incates the probability of a loss of least a certain level in a time perio 題目給的5%VaR有沒有可能就是公司有5%的機率損失上限是1M，有95%的機率損失最少1M?
NO.PZ2015121801000032 问题如下 If a company ha one-y 5% Value Risk of $1 million, this means: A.5% of the time the firm is expecteto lose least $1 million in one y. B.95% of the time the firm is expecteto lose least $1 million in one y. C.5% of the time the firm is expecteto lose no more th$1 million in one y. is correct.The Vmeasure incates the probability of a loss of least a certain level in a time perio 我理解VAR应该表达的是，最大的损失可能~比如最多损失1Million
NO.PZ2015121801000032 95% of the time the firm is expecteto lose least $1 million in one y. 5% of the time the firm is expecteto lose no more th$1 million in one y. A is correct. The Vmeasure incates the probability of a loss of least a certain level in a time perio如题。。。。。。。。。。。
这道题目错了吧。维基百科VAR的定义风险价值（Value Risk，缩写VaR），资产组合在持有期间内在给定的置信区间内由于市场价格变动所导致的最大预期损失的数值。正确答案应该是C。
