问题如下：
Which of the following statements about volatility-weighting is true?
选项：
A. Historic returns are adjusted, and the VaR calculation is more complicated.
B. Historic returns are adjusted, and the VaR calculation procedure is the same.
C. Current period returns are adjusted, and the VaR calculation is more complicated.
D. Current period returns are adjusted, and the VaR calculation is the same.
解释：
The volatility-weighting method adjusts historic returns for current volatility. Specifically, return at time t is multiplied by (current volatility estimate/volatility estimate at time t). However, the actual procedure for calculating VaR using a historical simulation method is unchanged; it is only the inputted data that changes.
请问如果题目改成任何非参数法，是不是求var的过程都是same?
