If the daily, 90% confidence level, VaR of a portfolio is correctly estimated to be $5,000, one would expect that in one out of:( )
A、10 days, the portfolio value will decline by $5,000 or less
B、90 days, the portfolio value will decline by $5,000 or less
C、10 days, the portfolio value will decline by $5,000 or more
发布时间:2025-08-11 05:17:27