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which of the folowing models CANNT be applied to measure the Value-at-Risk of a cash-flow portfolio? A.Normal linear VaR B.Monte Carlo VaR C. None of
which of the folowing models CANNT be applied to measure the Value-at-Risk of a cash-flow portfolio?
A.Normal linear VaR
B.Monte Carlo VaR
C.None of the answers is correct
D.Historical VaR
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Business Finance
Authors: Ronald R. Pitfield
1st Edition
0852581513, 978-0852581513
