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In a Monte Carlo simulation, which of the following is an accurate comparison between VaR and ETL? a. VaR and ETL are the same measure.

In a Monte Carlo simulation, which of the following is an accurate comparison between VaR and ETL? a. VaR and ETL are the same measure. O b. VaR indicates the size of the loss at the threshold percentile, whereas ETL indicates the size of the loss below the threshold percentile. C. VaR and ETL both indicate the size of the loss below the threshold percentile, but neither indicates the size of the loss at the threshold percentile. d. VaR and ETL both indicate the size of the loss at the threshold percentile, but neither indicates the size of the loss below the threshold percentile

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