Question: True False questions (answer with T/F) (f) VaR

True False questions (answer with T/F)

(f) VaR <= ES (True False)

(g) VaR = ES (True False)

(h) A stock with high Parkinson volatility measure is preferred. (True False)

(i) The MAR is subjective. (True False)

(j) A portfolio strategy that maximizes the portfolio return will also maximize the portfolio Sharpe ratio. (True False)

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