The Value-At-Risk Measure Assumes Which One of the Following

question 86

Multiple Choice

The Value-at-Risk measure assumes which one of the following?

• A)returns are normally distributed
• B)portfolios lie on the efficient frontier
• C)all portfolios are fully diversified
• D)returns tend to follow repetitive patterns
• E)the risk premium is constant over time

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Definitions:

Emotional Numbness

A state in which an individual feels detached from their emotions or feelings, often as a response to trauma or extreme stress.

Regret

Involves feeling sorry for one’s misfortunes, limitations, losses, transgressions, shortcomings, or mistakes.

Anger

An emotional response to a real or imagined threat or provocation

Suicide Note

A suicide note is a message left by an individual who intends to take their own life, often explaining the reasons behind the decision or expressing last thoughts to loved ones.