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If the one-day value at risk (VaR) of a portfolio is $50,000 at a 95% probability level, this means that we should expect that in one day out of: A. 20 days, the portfolio will decline by $50,000 or less. B. 95 days, the portfolio will lose $50,000. C. 20 days, the portfolio will decline by $50,000 or more. D. 95 days, the portfolio will increase by $50,000 or more. |