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vlada-n [284]
3 years ago
5

The maximum one-day loss computed for the value-at-risk (VaR) method does not depend on: a. the current level of interest rates.

b. the standard deviation of the daily percentage changes in the currency over a previous period. c. the confidence level used. d. the expected percentage change in the currency for the next day
Business
1 answer:
ss7ja [257]3 years ago
7 0

Answer:

a. the current level of interest rates

Explanation:

The current interest rate represent the factor that does not based upon the rate of interest as it does not modify on the frequentyly basis such as the price of the stock or the current price. In the case when we do the trasing in the stock market so the standard deviation would be used in order to get to know the stock volatility

Hence, the option a is correct

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