Question: a; J.uu b) 55 c) 33 d) 2 3. What kind of volatility did the firm's risk model assume? a) Historic volatilities b) Historic volatilities

a; J.uu b) 55 c) 33 d) 2 3. What kind of volatility did the firm's risk model assume? a) Historic volatilities b) Historic volatilities +10% to 15% c) Current volatilities d) Future volatilities 4. What did Eric's & Peter's model show for the case that the market \"turned against the firm's positions. a) Profits would have 72 b) Zero Profits c) Losses that would half the firms net worth d) Loss are greater than current value of the company 5. How many risk management experts were left (in the trading department) after the sacking? a) 100 b) 55 c) 33 d) 2
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