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题目解析

Which of the following is the best interpretation of incremental VaR?
A. It is the VaR for the first step into the tail beyond the VaR level.
B. It is the VaR for liquidating a position in increments.
C. It is the amount of risk a particular fund contributes to a portfolio of funds.
D. It is marginal VaR where the initial weight is zero.