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Question
Which one of the following Value-at-Risk measures would be most appropriate for a portfolio designed for a very risk-adverse investor?
A. Prob (Rp 
- .20) = 100%
B. Prob (Rp - .15) = 50%
C. Prob (Rp - .10) = 25%
D. Prob (Rp - .10) = 10%
E. Prob (Rp - .05) = 1%
Answer
This answer is hidden. It contains 16 characters.
Related questions
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