In the RiskMetrics Model, Value at Risk (VAR) Is Calculated

question 12

Multiple Choice

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.

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Definitions:

Margaret Fuller

An American journalist, critic, and women's rights advocate associated with the transcendentalist movement, known for her works advocating for equality and education for women.

New York Tribune

A historic American newspaper established by Horace Greeley in 1841, known for advocating social reforms and abolitionism.

Seneca Falls

The location of the first women's rights convention held in 1848, marking the start of the women's suffrage movement in the United States.

Angelina Grimké

A 19th-century American abolitionist and women's rights advocate known for her writing and speeches attacking slavery and promoting human equality.