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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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