VaR as a Risk Measure Has the Following Deficiency

question 5

Multiple Choice

VaR as a risk measure has the following deficiency:

• A) It does not consider the shape of losses in the left tail of the P&L distribution.
• B) It does not consider the shape of losses outside the left tail of the P&L distribution.
• C) Neither of the above.
• D) Both of the above.

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Definitions:

Sexual Arousal

The physiological and psychological process of becoming sexually stimulated.

Genetics

The branch of biology that studies the inheritance of physical and behavioral traits from one generation to another through DNA.

Cultural Influences

The effects that the customs, beliefs, and social behavior of a society have on individuals and groups within that society.

Sexual Orientation

A lasting tendency of feeling emotionally, romantically, or sexually attracted to men, women, both genders, no gender, or a different gender.