NO.PZ2020033001000029
问题如下：
Which of the following statements is not a characteristic of VaR?
选项：
A.
VaR is not difficult to compute.
B.
Consider the severity of the loss at the tail of the return distribution.
C.
VaR can measure the risk of different situations by choosing different confidence intervals
D.
is not sub-additive.
解释：
B is correct.
考点：Practical Issues-VaR
解析：VaR并不对超出置信区间的尾部的风险进行分析。
B只是说会考虑尾部的情况，没有说超出置信区间吧
