这道题目错了吧。维基百科VAR的定义：风险价值（Value at Risk，缩写VaR），资产组合在持有期间内在给定的置信区间内由于市场价格变动所导致的最大预期损失的数值。正确答案应该是C。
问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ2015121801000032 问题如下 If a company ha one-y 5% Value Risk of $1 million, this means: A.5% of the time the firm is expecteto lose least $1 million in one y. B.95% of the time the firm is expecteto lose least $1 million in one y. C.5% of the time the firm is expecteto lose no more th$1 million in one y. is correct.The Vmeasure incates the probability of a loss of least a certain level in a time perio 我理解VAR应该表达的是，最大的损失可能~比如最多损失1Million
NO.PZ2015121801000032 95% of the time the firm is expecteto lose least $1 million in one y. 5% of the time the firm is expecteto lose no more th$1 million in one y. A is correct. The Vmeasure incates the probability of a loss of least a certain level in a time perio如题。。。。。。。。。。。
我看了老师上课内容，所描述的是，在某一概率水平下，一天的最大损失。那么，这应该是5%的概率下，最大损失为1million，同理，95%的水平下，最小损失为1million，答案是否有误？老师在上课举的例子就是这样的
明显应该选c或者B啊，题干5%的置信区间下VaR值是1m，5%的可能，损失不超过1m。请问哪里不对？？问
