Question: RISK MANAGEMENT! help out please! 22. Regarding Value at Risk (Var), if X denotes the amount of potential loss, VaR assigns a 100% weight at

RISK MANAGEMENT! help out please!

22. Regarding Value at Risk (Var), if X denotes the amount of potential loss, VaR assigns a 100% weight at the percentile for X and zero weight to values at all other percentiles. a True b. False 23. Regarding Expected Shortfall (ES). if X denotes the amount of potential loss, ES assigns equal weight to all percentiles more extreme than the Xth percentile and zero weight to all other percentiles a True b. False 24. The VIX Index is a direct measure of expected return for the S&P 500 Index as determined by trading in the market a True b. False 25. One example of loss financing is the purchase of specific insurance to cover unexpected losses a True b. False

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