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阿萌酱 · 2020年06月13日

问一道题:NO.PZ2018070201000032

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,B选项的从右向左看是什么意思,如果画图应该怎么表示呢?

1 个答案

丹丹_品职答疑助手 · 2020年06月15日

嗨,从没放弃的小努力你好:


同学你好,根据B项可以画图如下

 


-------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!


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