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Ques34: The historic or back simulation model for quantifying market risk has the following advantage: Select one: A. there is a high degree of confidence

Ques34:

The historic or back simulation model for quantifying market risk has the following advantage:

Select one:

A. there is a high degree of confidence when using small sample sizes.

B. all return distributions must be symmetric and normal.

C. calculation of a standard deviation of returns is not required.

D. the systematic risk of the trading positions is known.

E. None of the options.

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