VaR Increases With

question 477

Multiple Choice

VaR increases with:

• A) lower correlation of underlying risk factors
• B) a shorter time horizon
• C) a lower confidence level
• D) a higher confidence level

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Definitions:

Blood Plasma

The liquid component of blood that carries cells and proteins throughout the body, comprising about 55% of total blood volume.

Cells

The basic structural, functional, and biological units of all living organisms, serving as the building blocks of life.

Excretion

The process by which living organisms remove waste products of metabolism and other non-useful materials from their bodies.

Metabolic Waste

Substances left over from metabolic processes (like cellular respiration) that cannot be used by the organism and must be excreted.