An Advantage of the Historic or Back Simulation Model for Quantifying

question 87

Multiple Choice

An advantage of the historic or back simulation model for quantifying market risk includes

• A)calculation of a standard deviation of returns is not required.
• B)all return distributions must be symmetric and normal.
• C)the systematic risk of the trading positions is known.
• D)there is a high degree of confidence when using small sample sizes.
• E)None of the above.

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Definitions:

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Male Homosexuality

A sexual orientation characterized by a male's emotional, romantic, and sexual attraction to other males.

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