When Using the RiskMetrics Model,price Volatility Is Calculated as
A)the $\surd$

question 34

Multiple Choice

When using the RiskMetrics model,price volatility is calculated as

• A)the price sensitivity times an adverse daily yield move.
• B)the dollar value of a position times the price volatility.
• C)the dollar value of a position times the potential adverse yield move.
• D)the price volatility times the \( \surd\)N.

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Definitions:

Corresponds

To be in agreement or conformity with something else; often refers to having a direct relationship or correlation between entities.

Common-sense Aphorisms

Refers to simple, traditional sayings that express a truth based on common sense or practical experience.

Growth Rate

A measure of the increase in size, number, value, or strength of something over a particular period of time.

Competitor's Increases

Refers to the actions or strategies by which competing entities or businesses seek to grow, expand market share, or enhance capabilities relative to others in the same market.