If the daily, 90% confidence level, VaR of a portfolio is correctly estimated to be $5,000, one would expect that in one out of:（ ）
A: 90 days, the portfolio value will decline by $5,000 or less
B: 10 days, the portfolio value will decline by $5,000 or more
C: 10 days, the portfolio value will decline by $5,000 or less
A: 90 days, the portfolio value will decline by $5,000 or less
B: 10 days, the portfolio value will decline by $5,000 or more
C: 10 days, the portfolio value will decline by $5,000 or less
举一反三
- If the daily, 90% confidence level, VaR of a portfolio is estimated to be $4,000, the risk manager would expect that in one out of:（ ） A: 10 days, the portfolio value will decline by $4,000 or less B: 90 days, the portfolio value will decline by $4,000 or less C: 10 days, the portfolio value will decline by $4,000 or more
- If a $5,000 face value discount bond maturing in one year is selling for $5,000, then its yield to maturity is _________
- 按本年税后利润100<br/>000 元10%提取法定盈余公积;根据公司章程,按5%提取任意金。借:______ —______ 10<br/>000<br/>—______ 5<br/>000<br/>贷:______ —______ 10<br/>000<br/>—______ <br/>5<br/>000
- Suppose that the risk-free rate is 5%, risky asset weight (the y) is 50% and market risk premium on risky asset is 5%, what is the expected portfolio return of our portfolio? Write in percentages with the % symbol.______
- 向山区捐款现金5 000元，编制的会计分录是（ ）。 A: 借：管理费用 5 000 贷：库存现金 5 000 B: 借：营业外支出 5 000 贷：库存现金 5 000 C: 借：制造费用 5 000 贷：银行存款 5 000 D: 借：营业外支出 5 000 贷：银行存款 5 000