) AN ADVANTAGE OF THE BANK'S METHOD FOR ESTIMATING VAR IS THE

3. - CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONC QUESTIONS 2014
CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONC QUESTIONS 2014
3.) An advantage of the bank's method for estimating VaR is the: A. simplicity of the method. B. assumption that returns are normally distributed. C. ability to incorporate optionality into the analysis.