问一道题：NO.PZ2016070202000017 [ FRM II ]

NO.PZ2016070202000017 问题如下 Whiof the following is most accurate with respeto lta-normVAR? A.The lta-normmethoprovis accurate estimates of Vfor assets thcexpressea lineor nonlinecombination of normally stributerisk factors. B.The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration. C.The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication. The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable. The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false. 如题

NO.PZ2016070202000017问题如下 Whiof the following is most accurate with respeto lta-normVAR?A.The lta-normmethoprovis accurate estimates of Vfor assets thcexpressea lineor nonlinecombination of normally stributerisk factors.B.The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration.C.The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication.The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable.The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false.lta norm用协方差矩阵计算的过程可以帮忙写一下吗，理解不了

NO.PZ2016070202000017 问题如下 Whiof the following is most accurate with respeto lta-normVAR? A.The lta-normmethoprovis accurate estimates of Vfor assets thcexpressea lineor nonlinecombination of normally stributerisk factors. B.The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration. C.The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication. The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable. The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false. 我就是看到accurate和unstable，就排除了，这么排除对么还有c为啥对呢？有相关讲义么，谢谢～

NO.PZ2016070202000017 The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration. The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication. The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable. The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false. 老师C说的前半段协方差矩阵和后面说VaR只用simple martrix，能不能一下两者的区别

NO.PZ2016070202000017 问题如下 Whiof the following is most accurate with respeto lta-normVAR? A.The lta-normmethoprovis accurate estimates of Vfor assets thcexpressea lineor nonlinecombination of normally stributerisk factors. B.The lta-normmethoprovis accurate estimates of Vfor options thare neor at-the-money anclose to expiration. C.The lta-normmethoprovis estimates of Vgenerating a covarianmatrix anmeasuring Vusing relatively simple matrix multiplication. The lta-normmethoprovis accurate estimates of Vfor options another rivatives over ranges even if ltare unstable. The lta-normapproawill perform poorly with nonlinepayoffs, so answer A is false. Similarly, the approawill fail to measure risk properly for options if the lta changes, whiis the case for at-the-money options, so answers B anare false. 老师您好，我看之前的问题的解答，说这道题是在一级里学过。但我现在二级和一级隔了3年了，基本忘光了一级的内容。那么二级考试中，会出现一级的知识吗？如果会，需要专门去复习吗？如果需要复习，重点看一级的哪些内容呢？谢谢！