15. Given Reinfeldt’s estimate of VAR for the fixed income strategy, which of the following
statements is most likely accurate? Over a 5-day period, there is a:
A. 5% probability the portfolio will lose at least SEK10 million.
B. 95% probability the portfolio will lose at least SEK10 million.
C. 5% probability the portfolio will lose no more than SEK10 million.
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