Is Ferragamos comment correct? A . Yes. B . No, because shortfall risk would provide this information.
Question:
Is Ferragamo’s comment correct?
A . Yes.
B . No, because shortfall risk would provide this information.
C . No, because value at risk does not indicate the magnitude of the very worst possible outcomes.
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Related Book For
Fixed Income Analysis
ISBN: 9788126563128
3rd Edition
Authors: Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie, Bob Kopprasch
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