SECTION 3.3.1. LO.I. SECTION 3.3.1. LO.I.

4. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R49 MEASURING MANAGING MARKET RISK Q BANK
CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R49 MEASURING MANAGING MARKET RISK Q BANK

4. Using the inputs given in Exhibit 1, the estimate of VaR is closest to:

A. $11.6 million.

B. $12.4 million.

C. $18.9 million.