NO.PZ2018070201000032
问题如下:
The 5% one-day Value at Risk of $2 million can be interpreted by:
选项:
A. It expects to lose a minimum $2 million in one day with 5% probability.
B. It expects to lose no more than $2 million in one day with 5% probability.
C. It expects to lose at least $2 million in one dya with 95% probability.
解释:
A is correct.
The VaR is a minimum extreme loss metric in a time period given the probability.
问一道题:NO.PZ2018070201000032
问题如下:
The 5% one-day Value at Risk of $2 million can be interpreted by:
选项:
A.
It expects to lose a minimum $2 million in one day with 5% probability.
B.
It expects to lose no more than $2 million in one day with 5% probability.
C.
It expects to lose at least $2 million in one dya with 95% probability.
解释:
A is correct.