问题如下：
What is a key weakness of the value at risk (VaR) measure? VaR:
选项：
A.does not consider the severity of losses in the tail of the returns distribution.
B.is quite difficult to compute.
C.is sub-additive.
D.has an insufficient amount of backtesting data.
解释：
VaR does not consider losses beyond the VaR threshold level.
为什么不是D，A是什么意思？
