The number that represents the value that 95% of all expected outcomes should be greater than...

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

Solutions

Expert Solution

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)

jeff jeffy answered 2 years ago

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