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A limitation of the value at risk (VaR) approach to measuring risk is that it fails to specify the maximum loss that could occur. 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. Value At Risk does not say anything about the size of losses within this 1% of trading days and by no means does it say anything about the maximum possible loss.
I. 64x2 - 64x + 15 = 0
II. 21y2 - 13y + 2 =0
I. x2 - 20x + 96 = 0
II. y2 - 23y + 22 = 0
l). 2p² - 10p - 48 = 0
ll). q ² + 5q - 234 = 0
I. x² + 11x + 24 = 0
II. y² + 17y + 72 = 0
I. 8x – 3y = 85
II. 4x – 5y = 67
I. 4x2+ 25x + 36 =0
II. 2y2+ 5y + 3 = 0
The equation x2 – px – 60 = 0, has two roots ‘a’ and ‘b’ such that (a – b) = 17 and p > 0. If a series starts with ‘p’ such...
Quantity I: The cash price of a notebook is Rs. 100 but is can also be purchased on 11 monthly equal instalments of Rs. 10 each. Find rate of S.I.?
...I. 77x² - 25x – 72 = 0
II. 42y² + 13y – 42 = 0
I. 9/(4 )p + 7/8p = 21/12
II. 7/5p = 9/10q + 1/4
