问题如下：
In Statement 2, Kynnersley implies that the portfolio:
选项：
A.is at risk of losing $4,500 each trading day
value is expected to decline by $90,000 or more once in 20 trading days.
has a 5% chance of falling in value by a maximum of $90,000 on a single trading day.
解释：
B is correct. Value at risk is the minimum loss that would be expected a certain percentage of the time over a certain period of time. Statement 2 implies that there is a 5% chance the portfolio will fall in value by $90,000 (= $6,000,000 ×1.5%) or more in a single day. If VaR is measured on a daily basis and a typical month has 20–22 business days, then 5% of the days equates to about 1 day per month or once in 20 trading days.
不是说提到VaR一定要包含概率，时间段和损失吗，第二个选项没有概率啊
