Consider a $900 Portfolio with Three Assets,each Held in Equal

question 25

Multiple Choice

Consider a $900 portfolio with three assets,each held in equal value.The VaR of the portfolio is such that an increase in $1 of any of the asset holdings results in a $0.05 increase in VaR.The VaR of this portfolio is approximately equal to:

• A)$5
• B)$15
• C)$45
• D)$135

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Definitions:

Barium Swallow

A radiologic procedure that involves oral administration of a barium sulfate drink to help diagnose and evaluate obstructions, ulcers, polyps, diverticuloses, tumors, or motility problems of the esophagus, stomach, duodenum, and small intestine; also called an upper GI (gastrointestinal) series.

Upper GI Series

A series of X-rays of the esophagus, stomach, and small intestine that uses a contrast material to diagnose problems in the upper gastrointestinal tract.

Oral Administration

The process of taking medication or substances through the mouth for absorption in the digestive system.

Arthrography

A radiologic procedure performed by a radiologist, who uses a contrast medium and fluoroscopy to help diagnose abnormalities or injuries in the cartilage, tendons, or ligaments of the joints—usually the knee or shoulder.