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The maximum one-day loss computed for the value-at-risk (VAR) method does not depend on: ...

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Finance

The maximum one-day loss computed for the value-at-risk (VAR) method does not depend on:

Question 37 options:

a)

the current level of interest rates.

b)

the expected percentage change in the currency for the next day.

c)

the confidence level used.

d)

the standard deviation of the daily percentage changes in the currency over a previous period.

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