To use the value-at-risk (VAR) model to compute market risk, an analyst must know all of...

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To use the value-at-risk (VAR) model to compute market risk, an analyst must know all of the following except: a. Expected return. O b. Z-score. O c. Standard deviation. Od. Opportunity cost. To use the value-at-risk (VAR) model to compute market risk, an analyst must know all of the following except: a. Expected return. O b. Z-score. O c. Standard deviation. Od. Opportunity cost.

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