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Which one is true about Spectral risk measures? Select one: a. Weights must be a non-decreasing function of the percentiles b. It assigns weights to

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Which one is true about Spectral risk measures? Select one: a. Weights must be a non-decreasing function of the percentiles b. It assigns weights to quantiles of the loss distribution c. It assigns all weight to Xth percentile of the loss distribution a d. It assigns equal weight to all percentiles greater than the Xth percentile

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