Nancy 王悦 · 2020年05月25日
问题如下：
The 5% one-day Value at Risk of $2 million can be interpreted by:
选项：
A. It expects to lose a minimum $2 million in one day with 5% probability.
B. It expects to lose no more than $2 million in one day with 5% probability.
C. It expects to lose at least $2 million in one dya with 95% probability.
解释：
A is correct.
The VaR is a minimum extreme loss metric in a time period given the probability.
老师，这对为什么不选择b
丹丹_品职答疑助手 · 2020年05月26日
嗨，爱思考的PZer你好：
The 5% one-day Value at Risk of $2 million can be interpreted by:
It expects to lose a minimum $2 million in one day with 5% probability.
It expects to lose no more than $2 million in one day with 95% probability.
B选项比例说错了，从右向左看，应该是95%的比例，请知悉
-------------------------------加油吧，让我们一起遇见更好的自己！
NO.PZ2018070201000032 问题如下 The 5% one-y Value Risk of $2 million cinterpreteby: A.It expects to lose a minimum $2 million in one y with 5% probability. B.It expects to lose no more th$2 million in one y with 5% probability. C.It expects to lose least $2 million in one y with 95% probability. A is correct.The Vis a minimum extreme loss metric in a time periogiven the probability. A “It expects to lose a minimum $2 million in one y with 5% probability”换一种说法的话，可以表述为\"it expects to lose a maximum of $2 million in one y with 95% probability\"吗？
NO.PZ2018070201000032 问题如下 The 5% one-y Value Risk of $2 million cinterpreteby: A.It expects to lose a minimum $2 million in one y with 5% probability. B.It expects to lose no more th$2 million in one y with 5% probability. C.It expects to lose least $2 million in one a with 95% probability. A is correct.The Vis a minimum extreme loss metric in a time periogiven the probability. 麻烦老师，虽然我选对了，但是觉得C意思和A也是一样的
NO.PZ2018070201000032 It expects to lose no more th$2 million in one y with 5% probability. It expects to lose least $2 million in one a with 95% probability. A is correct. The Vis a minimum extreme loss metric in a time periogiven the probability. 问一道题NO.PZ2018070201000032 问题如下 The 5% one-y Value Risk of $2 million cinterpreteby: It expects to lose a minimum $2 million in one y with 5% probability. It expects to lose no more th$2 million in one y with 5% probability. It expects to lose least $2 million in one a with 95% probability. A is correct.
VaR的概念一直有点迷惑。“Ves not tell the maximum loss”，但是这道题还可以被理解为“It expects to lose no more th$2 million in one y with 95% probability.”，此时95%的最大损失不就是2million么？
It expects to lose no more th$2 million in one y with 5% probability. It expects to lose least $2 million in one a with 95% probability. A is correct. The Vis a minimum extreme loss metric in a time periogiven the probability.请问答案A的图怎么画？谢谢
