Which of the following equations is used to calculate liquidity-adjusted VaR? VaR+ cost of unwinding positions VaR +(1+ cost of unwinding positions ) VaR+ cost of unwinding positions VaR cost of unwinding positions Question 5 (1 point) Which of the following is NOT an example of liquidity risk? Risk associated with a financial institution's ability to pay coupon payments when due Risk associated with a commercial bank's ability to supply enough cash for its chequing-account clients at the beginning of every month Risk associated with the financial institution's ability to pay its employees' salaries on time All of the above are examples of liquidity risk