In: Finance
The number that represents the value that 95% of all expected outcomes should be greater than is the ___________.
a. VaR(0.95)
b. volatility
c. VaR(0.05)
d. Sharpe ratio
The correct option is A
The Value at risk represents the probability outcomes of confidence which shows that stock will not fall below a certain level.
So, The Value of 95% can be represented as VAR(0.95)