All of the following statements about Value at risk are true

All of the following statements about Value at risk are true except

Question options:

1)	Does not define worst loss

2)	Defines worst loss

3)	Ignores distribution of loss in left tail

4)	VAR is measured with error

Value of risk is a statistical measure that use to measure level of financial risk within certain period of time. t also mensure the value of loss in an investment over the period. VaR is sue with scenario analysis, soit does consider worst loss as well.

So, \"Does not define worst loss\" is incorrectabout Value at Risk

Option (1) is correct answer.

All of the following statements about Value at risk are true except Question options: 1) 2) 3) 4) 1) Does not define worst loss 2) Defines worst loss 3) Ignores

All of the following statements about Value at risk are true

Solution

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