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.
Cultivated strawberry is _____
In 'Air Layering', which material is preferred for its high water-holding capacity?
The commercial rootstock used in propagation of sapota is of ____
Which country is the largest global consumer and importer of fresh cut flowers?
Lilium bulbs require a period of "Vernalization," which means:
The ideal color of Bell Pepper for maximum market value is usually:
The phase during which a seedling is most susceptible to pests and damping-off diseases is:
Why do fruits typically become sweeter as they reach full maturity?
What is the typical planting time for gladiolus in North Indian plains for winter flowering?
Among natural fruit sugars, which one is the sweetest and most commonly found in fruits like apples and mangoes?
