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True or False: Conditional Value-at-Risk (CVaR) is the expected loss given that the loss exceeds VaR. True or False: ``Both VaR and CVaR are downside

True or False: Conditional Value-at-Risk (CVaR) is the expected loss given that the loss exceeds VaR.

True or False: ``Both VaR and CVaR are downside risk measures."

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