Question: risk management! please help! QUESTION 15 A complete statement about Value at Risk (VaR) requires which of the following? An amount at risk of losing
risk management!
QUESTION 15 A complete statement about Value at Risk (VaR) requires which of the following? An amount at risk of losing (or greater), a confidence level, and a time period. An amount at risk of losing (or less), a confidence level, and a time period. The total amount of an investment in a risky project or endeavor, a confidence level, and a time period. Only a confidence level and a time period. Only a total amount at risk (or less). Only a total amount at risk (or more) QUESTION 21 A disadvantage of Expected Shortfall is that there is an implicit assumption of risk neutrality, in that large losses are treated proportionally the same as smaller losses. In other words, a $20,000 loss is twice as bad as a $10,000 loss True False QUESTION 22 Given a particular Normal probability distribution, if the standard deviation is increased but everything else regarding the distribution remains constant, the new distribution would be wider than the old distribution and would begin to deviate from a Normal distribution because of fatter tails True False
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