Which One of the Following Value-At-Risk Measures Would Be Most $\le$

question 48

Multiple Choice

Which one of the following Value-at-Risk measures would be most appropriate for a portfolio designed for a very risk-adverse investor?

• A) Prob (Rp \(\le\) - .20) = 100%
• B) Prob (Rp \(\le\) - .15) = 50%
• C) Prob (Rp \(\le\) - .10) = 25%
• D) Prob (Rp \(\le\) - .10) = 10%
• E) Prob (Rp \(\le\) - .05) = 1%

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Definitions:

Special Skill

A unique ability or expertise that sets an individual apart from others.

Prison Officers

Individuals responsible for the supervision, safety, and security of prisoners in a jail or prison, ensuring that the facility's rules and regulations are followed.

Coercive Power

The ability to enforce compliance or obedience through the threat of punishment or use of force.

Prisoner Disobedience

Acts by inmates that go against the rules and regulations of a prison facility, which can range from non-violent protest to outright rebellion.