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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
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答案:10 days, the portfolio value will decline by $5,000 or more
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