Question
Which of the following is a method of measuring the loss
in the value of the portfolio over a given period and for a distribution of historic return?Solution
Value-at-risk (VaR) is a summary statistic that quantifies the potential loss of a portfolio. It is a method of measuring the loss in the value of the portfolio over a given period and for a distribution of historic return 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.
A person bought a mobile phone at a 10% discount. If he had bought it at a 20% discount, he would have saved ₹3000 more.
Find the market price ...Which of the following combination of birth year and colour is true for A?
- If 40% of ‘x’ is 10 less than 60% of ‘y’ and the sum of ‘x’ and ‘y’ is 250, then what is the value of ‘x – y’?
- ‘P’, ‘Q’ and ‘R’ divide a certain amount among themselves. The average of their shares is Rs. 4860. Share of ‘P’ is 12(1/2)% more than shar...
The LCM of two numbers is 180, and the numbers are in the ratio 5:9. What will be the sum of the numbers?
Select the pair of words from the given options that shares a similar relationship as the given pair.
Robust : Weak
Statements : P > Q < R = U ≤ V = S ≤ W ≥ X > I
Conclusions :
I. Q ≥ V
II. R ≤ W
If the consonants of the following words are arranged first, followed by the vowels as per the English alphabetical order and then the consonants are ch...
In the question given below, a passage is followed by three statements. Select the correct combination of statements that can be inferred from the passa...
किस संख्या का 18% संख्या 75 के 12% के बराबर है ?
