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Which one of the following Value-at-Risk measures would be most appropriate for a portfolio designed for a very risk-adverse investor? Multiple Choice Prob (R p

Which one of the following Value-at-Risk measures would be most appropriate for a portfolio designed for a very risk-adverse investor?

Multiple Choice

Prob (R_p .20) = 100%
Prob (R_p .15) = 50%
Prob (R_p .10) = 25%
Prob (R_p .10) = 10%
Prob (R_p .05) = 1%

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