10-49 When Using the JPM RiskMetrics Model,price Volatility Is Calculated $\surd{N}$

question 47

Multiple Choice

10-49 When using the JPM 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 \( \surd{N}\).
• E)None of the above.

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Definitions:

Systemic Venous Congestion

A condition where there is an abnormal accumulation of blood in the venous system, often related to heart failure.

Peripheral Edema

Swelling caused by an accumulation of fluid in the tissues located at the outer regions of the body, often affecting the legs and ankles.

Heart Failure

A chronic condition in which the heart is unable to pump blood efficiently throughout the body, leading to symptoms like fatigue and shortness of breath.