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15 Which one of the following Value-at-Risk measures would be most appropriate for a portfolio designed for a very risk-adverse investor? Prob (Rp - .05)

Which one of the following Value-at-Risk measures would be most appropriate for a portfolio designed for a very risk-adverse investor?

Prob (Rp - .05) = 1%Prob (Rp - .10) = 10%Prob (Rp - .15) = 50%Prob (Rp - .10) = 25%Prob (Rp - .20) = 100%

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