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Question
In the RiskMetrics model, value at risk (VAR) is calculated as
A. the price sensitivity times an adverse daily yield move.
B. the dollar value of a position times the price volatility.
C. the dollar value of a position times the potential adverse yield move.
D. the price volatility times the √N.
E. DEAR times the √N.
Answer
This answer is hidden. It contains 1 characters.
Related questions
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