An active fixed-income manager is considering increasing an overweight portfolio allocation to BBB rated health care issuers
Question:
An active fixed-income manager is considering increasing an overweight portfolio allocation to BBB rated health care issuers versus a targeted index. Which of the following VaR measures is the most appropriate to evaluate the impact of this decision on overall portfolio VaR?
A. Incremental VaR
B. Relative VaR
C. CVaR
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
The correct answer is A Incremental VaR measures the impact of a specific portfolio positio...View the full answer
Answered By
ANDREW KIPRUTO
Academic Writing Expert
I have over 7 years of research and application experience. I am trained and licensed to provide expertise in IT information, computer sciences related topics and other units like chemistry, Business, law, biology, biochemistry, and genetics. I'm a network and IT admin with +8 years of experience in all kind of environments.
I can help you in the following areas:
Networking
- Ethernet, Wireless Airmax and 802.11, fiber networks on GPON/GEPON and WDM
- Protocols and IP Services: VLANs, LACP, ACLs, VPNs, OSPF, BGP, RADIUS, PPPoE, DNS, Proxies, SNMP
- Vendors: MikroTik, Ubiquiti, Cisco, Juniper, HP, Dell, DrayTek, SMC, Zyxel, Furukawa Electric, and many more
- Monitoring Systems: PRTG, Zabbix, Whatsup Gold, TheDude, RRDtoo
Always available for new projects! Contact me for any inquiries
1+ Reviews
10+ Question Solved
Related Book For 
Question Posted:
