Question: Which statement is true about Value at Risk ( VaR ) ? Question 4 Answer a . It measures the average loss over a specified

Which statement is true about Value at Risk (VaR)?
Question 4Answer
a.
It measures the average loss over a specified time frame.
b.
It accurately predicts the exact amount of maximum loss.
c.
It quantifies the worst expected loss at a specific confidence level over a set period.
d.
It remains constant regardless of market conditions.

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