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4 A portfolio has a 4.0% chance of losing 15% or more according to the VaR when T-1 This can be interpreted to mean that

4 A portfolio has a 4.0% chance of losing 15% or more according to the VaR when T-1 This can be interpreted to mean that the portfolio is expected to have an annual loss of 15% or more once in every how many years? Multiple Choice O () 25 O 8

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