Which of the Following Is Not a Valid Statement About

question 13

Multiple Choice

Which of the following is not a valid statement about VaR?

• A) It is not a general measure of risk but a measure of extreme risk only.
• B) It is an ingredient in computing capital requirements.
• C) It is a single metric comparing return performance across portfolios.
• D) It is a one-sided measure of risk.

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Definitions:

Sampling Technique

The method or process used to select samples from a population for research purposes.

Judgmental Sampling

A sampling technique where the researcher selects sample members based on their own judgment about which ones will be most representative or informative.

Chain Referral

A sampling method where existing study subjects recruit future subjects from among their acquaintances.

Quota Sampling

a market research technique that involves selectively collecting samples from a specific subset of a population, ensuring representation based on characteristics.