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QUESTION 31 An advantage of the historic or back simulation model for quantifying market risk includes calculation of a standard deviation of returns is not

QUESTION 31

An advantage of the historic or back simulation model for quantifying market risk includes

		calculation of a standard deviation of returns is not required.
		all return distributions must be symmetric and normal.
		the systematic risk of the trading positions is known.
		there is a high degree of confidence when using small sample sizes.
		None of the above.

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