8. The daily earnings at risk DEAR for a bank's trading porfolio is $10,000. Which of the following is true regarding VAR? A. Due to diversification effect, the VAR should decrease if the bank increase the holding period. B. The VAR for a 20-day period should be twice as much as the VAR for a 10-day period. C. The reduce VAR, the bank can increase the DEAR. D. The 20-day VAR represent a risk exposure of $200,000 E. The 10-day VAR is $31622.78 8. The daily earnings at risk DEAR for a bank's trading porfolio is $10,000. Which of the following is true regarding VAR? A. Due to diversification effect, the VAR should decrease if the bank increase the holding period. B. The VAR for a 20-day period should be twice as much as the VAR for a 10-day period. C. The reduce VAR, the bank can increase the DEAR. D. The 20-day VAR represent a risk exposure of $200,000 E. The 10-day VAR is $31622.78