The 10-Day VaR Is Often Assumed to Be Which of the Following

question 18

Multiple Choice

The 10-day VaR is often assumed to be which of the following

• A) The 1-day VaR multiplied by 10
• B) The 1-day VaR multiplied by the square root of10
• C) The 1-day VaR divided by 10
• D) The 1-day VaR divided by the square root of 10

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Definitions:

Risk Profile

A summary outlining the types of threats an organization, asset, project, or individual faces, evaluated in terms of likelihood and impact.

Firm Value

The total worth of a company, determined by its assets, earnings, and market perception, influencing shareholder wealth.