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Question 6 6.25 pts In the JPM Risk Metrics model, VAR is calculated as the dollar value of a position times the potential adverse yield
Question 6 6.25 pts In the JPM Risk Metrics model, VAR is calculated as the dollar value of a position times the potential adverse yield move. DEAR times the square root of N. the dollar value of a position times the price volatility. the price volatility times the square root of N. the price sensitivity times an adverse daily yield move
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