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FRM二级精选题型解析:Which of the common methods

时间:2018-03-19 16:26作者:FRM

Which of the common methods of computing value at risk relies on the assumption of normality?

A) Historical.

B) Monte Carlo simulation.

C) Rounding estimation.

D) Variance/covariance.

自己先做~

做完之后滑这儿,就能对答案





 


 
 

D was correct

The variance/covariance method relies on the assumption of normality.

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