Question: For a portfolio with a 9 8 % VaR, it implies that: a . There's a 2 % chance losses will exceed the VaR amount.

For a portfolio with a 98% VaR, it implies that:
a. There's a 2% chance losses will exceed the VaR amount.
b. The expected return is 98% of the VaR amount.
c. The portfolio is 98% safe from any losses.
d. The loss won't be more than the VaR
For a portfolio with a 98% VaR, it implies that: a.

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