10-50 in the JPM RiskMetrics Model,VAR Is Calculated as
A)the $\surd{N}$

question 63

Multiple Choice

10-50 In the JPM RiskMetrics model,VAR 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 \( \surd{N}\).
• E)DEAR times the \( \surd{N}\).

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Definitions:

Civil Rights

Legal protections and guarantees for individuals against discrimination and infringement of their liberties and rights by others, including the government.

Federal Level

Pertaining to the national government of a country, as opposed to state or local levels.

Korean War

A struggle that occurred from 1950 to 1953, involving North Korea, backed by China and the Soviet Union, versus South Korea, which had the support of the United Nations, mainly the United States.