Question
Which of the following is a method of measuring the loss
in the value of the portfolio over a given period and for a distribution of historic return?Solution
Value-at-risk (VaR) is a summary statistic that quantifies the potential loss of a portfolio. It is a method of measuring the loss in the value of the portfolio over a given period and for a distribution of historic return VAR statistic has three components - a relatively high level of confidence (typically either 95% or 99%), a time period (a day, a month or a year) and an estimate of investment loss (expressed either in absolute or percentage terms). However, at a 99% confidence level what VAR really means is that in 1% of cases (that would be 2-3 trading days in a year with daily VAR) the loss is expected to be greater than the VAR amount.
If 10 A 5 B 6 C 2 = 53 and 6 A 4 B 8 C 2 = 28, then 17 A 5 B 18 C 9 =?Â
Choose one word pair from the following word pairs having the same relation as the first given pair-
Everest : Peak :: ______________ : ____________
What will come in the place of '?' in the following equation, if '+' and '–' are interchanged and '×' and '÷' are interchanged?
357 × 7 + 19...
Which answer figure will complete the pattern in the question figure? (rotation is not allowed)
In this question, after a statement i and ii two conclusions have been given. Assuming the given in the statement together as truth, consider both the f...
16 is related to 112 following a certain logic. Following the same logic, 26 is related to 182. To which of the following is 44 related, following the s...
From the given option figures, select the one in which the question figure is hidden/embedded. (rotation is not allowed)
A paper is folded and cut as shown. How will it appear when unfolded?
If H < T < B = Y and T = V < Z < C, then which of the following conclusions is correct?
Select the number from among the given options that can replace the question mark (?) in the following series?
20, 25, 24, 30, 32, 35, ?
