感觉不对啊

问题如下：

Which of the following descriptions of the volatility-weighted historical simulation approach is the most accurate？

选项：

Adjustments need to be made to the calculation of historical returns, as well as to the calculation of the VaR.

Adjustments need to be made to the calculation of historical returns, but the method of calculating VaR remains unchanged.

Adjustments need to be made to the calculation of current period return, as well as to the calculation of the VaR.

Adjustments need to be made to the calculation of current period returns, but the method of calculating VaR remains unchanged.

解释：

B is correct.

考点 ： volatility-weighting method

解析：用volatility-weighting的方法对历史收益进行调整，比如现在波动率是10%，过去是5%，那过去的收益率要调整成10%/5%*原来的收益；计算VaR值的方法不变，用前述方法调整完后再排序。