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