Which of the Following Is Not a Valid Statement About

question 6

Multiple Choice

Which of the following is not a valid statement about VaR?

• A)It is not a general measure of risk but a measure of extreme risk only.
• B)It is an ingredient in computing capital requirements.
• C)It is a single metric comparing return performance across portfolios.
• D)It is a one-sided measure of risk.

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Definitions:

Attachment Point

A specific location on the body where muscles, ligaments, or other structures are connected to bone.

Biopsy

A medical test involving the removal of cells or tissues for examination to diagnose diseases.

Needle

A thin, pointed piece of metal with an eye for thread at one end, used in sewing, or a very thin, sharp metal tube used in medical procedures.

Muscle

A tissue in the body of animals that is capable of contracting and causing movement or maintaining a position.