Suppose you measure a portfolio's Value at Risk and find that you have a 5% chance of losing $13.5M over 90 days. Which of the following agrees with this measurement?

Group of answer choices

Over 90 days, you expect to lose more than $13.5M 5% of the time.

Over 90 days, you expect to lose 5% your assets some of the time. of

You are 95% confident that you will not lose more than 5% of your assets over 90 days.

None of the other answers

Answer rating: 100% (QA)

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