In chapter $24,$ why does VaR go further in calculating risk as compared to other calculations?

Question $14$ options:

A$)$

It blends quantitative and qualitative data to provide a more accurate picture of risk

B$)$

Due to very accurate assumptions within the calculation, the equation best measures both upside and downside risk

C$)$

It blends the price yield relationship with the likelihood of an unfavorable movement

D$)$

It encompasses both risks and opportunities in how its measures risk

E$)$

C & D