问题如下:
Based only on Exhibit 3, Paulinic should conclude that:
选项:
A.trading activities are riskier at T- bank than N- bank.
trading revenue per unit of risk has improved more at N- bank than T- bank.
C.compared with duration, the metric used is a better measure of interest rate risk.
解释:
B is correct.
Trading revenue per unit of risk can be represented by the ratio of annual trading revenue to average daily trading value at risk (VaR) and represents a measure of reward- to- risk. The trading revenue per unit of risk improved at N- bank (from 134× to 160×) between 2016 and 2017, and there was no change at T- bank (80×). VaR can be used for gauging trends in intra- company risk taking.
请问第一个选项为什么不正确?