问题如下：
In backtesting a value at risk (VaR) model that constructed using a 95% confidence level over a 255-day period, how many exceptions are forecasted?
选项：
A.5.00.
B.7.55.
C.12.75.
D.15.00.
解释：
C is correct. (1 -0.95) x 255 =12.75
期望不应该是p*（1-p）*N吗，符合伯努利分布？
