Question: The value at risk (VAR) is typically defined as the: a. 5th percentile of NPV distribution b. minus two standard deviations from the mean c.

The value at risk (VAR) is typically defined as the:

a.

5th percentile of NPV distribution
b.

minus two standard deviations from the mean
c.

plus two standard deviations from the mean
d.

95th percentile of NPV distribution
e.

none of the above

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