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NO.PZ2023100703000038 问题如下 You are backtesting a bank’s Vmol. Currently, the bank calculates a 1-y Vthe 99% confinlevel, anyou are recommenng this switto a 95% confinlevel. Whiof the following statements concerning this switis correct? A.The 95% Vmol is less likely to rejecteusing backtesting ththe 99% Vmol. B.When valiting with backtesting the 90% confinlevel, there is a smaller probability of incorrectly rejecting a 95% Vmol when it is valitha 99% Vmol. C.The cision to accept or rejea Vmol baseon backtesting results is more reliable with a 95% confinlevel Vmol thwith a 99% confinlevel mol. When backtesting using a 90% confinlevel, there is a smaller probability of committing a type I error when backtesting a 95% Vmol thwith a 99% Vmol. The concept testehere is the unrstanng of the fferenbetween the Vparameter for confin(here, namely 95% vs 99%) anthe valition procere confinlevel, anhow they interawith one another. Using a Vconfinlevel creates a narrower rejection region allowing a greater number of exceptions to generate This in turn increases the power of the backtesting process anmakes for a more reliable test. 同学的提问和老师的回答也有点没明白，谢谢

NO.PZ2023100703000038问题如下You are backtesting a bank’s Vmol. Currently, the bank calculates a 1-y Vthe 99% confinlevel, anyou are recommenng this switto a 95% confinlevel. Whiof the following statements concerning this switis correct?A.The 95% Vmol is less likely to rejecteusing backtesting ththe 99% Vmol.B.When valiting with backtesting the 90% confinlevel, there is a smaller probability of incorrectly rejecting a 95% Vmol when it is valitha 99% Vmol.C.The cision to accept or rejea Vmol baseon backtesting results is more reliable with a 95% confinlevel Vmol thwith a 99% confinlevel mol.When backtesting using a 90% confinlevel, there is a smaller probability of committing a type I error when backtesting a 95% Vmol thwith a 99% Vmol.The concept testehere is the unrstanng of the fferenbetween the Vparameter for confin(here, namely 95% vs 99%) anthe valition procere confinlevel, anhow they interawith one another. Using a Vconfinlevel creates a narrower rejection region allowing a greater number of exceptions to generate This in turn increases the power of the backtesting process anmakes for a more reliable test.感觉4个选择都对吧。