Which of the following statements about value at rish(VAR) is TRUE?

A. VAR is independent of probability level.

B. VAR is not dependent on the choice of holding period.

C. VAR decreases with longer holding periods.

D. VAR decreases with lower confidence level.

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2022-6-13 20:15:05

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Hugo Nelson is preparing a presentation on the attributes of value at rish. Which of Nelson's following statements is not correct?

2020-12-25 14:49:18

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