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Dang.D · 2022年05月02日

为啥不选C,我感觉C和A是一个意思。

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.

麻烦老师,虽然我选对了,但是觉得C意思和A也是一样的

1 个答案
已采纳答案

Kiko_品职助教 · 2022年05月05日

嗨,努力学习的PZer你好:


C的意思跟A是相反的。C说的是95%的可能性损失至少2m,应该是5%的可能性损失至少2m。

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