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If you want to reduce the VaR of a portfolio as efficiently as possible, we must cut positions of O a. The asset with the

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If you want to reduce the VaR of a portfolio as efficiently as possible, we must cut positions of O a. The asset with the greatest variance b. The asset with the highest marginal VaR O c. The asset present by the largest individual Var Od. The asset that presents a higher incremental VaR

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