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Which of the following is the most accurate statement concerning market risk and credit risk in Algorithmics Mark-to-Future (MTF) models? A. As with CreditMetrics, MTF views market risk and credit risk as inseparable. B. As with CreditMetrics, MTF views market risk and credit risk as two distinct inputs that must be estimated separately. C. In contrast to CreditMetrics, MTF views market risk and credit risk as inseparable. D. In contrast to CreditMetrics, MTF views market risk and credit risk as two distinct inputs that must be estimated separately. |