17. Which measure should McKee use to estimate the effect on Flusks VaR from Mings portfolio recommendation?

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17. Which measure should McKee use to estimate the effect on Flusk’s VaR from Ming’s portfolio recommendation?

A. Relative VaR B. Incremental VaR C. Conditional VaR

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Quantitative Investment Analysis

ISBN: 9781119743620

4th Edition

Authors: CFA Institute

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Question Posted: Oct 28, 2024 03:02 AM

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17. Which measure should McKee use to estimate the effect on Flusks VaR from Mings portfolio recommendation?

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Quantitative Investment Analysis

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