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Basic Question 4 of 13
______ typically use multiple factor movements. The size of the factor movement is typically larger in ______ than in ______.
B. Sensitivity risk measures; scenario risk measures; sensitivity risk measures
C. Scenario risk measures; sensitivity risk measures; scenario risk measures
A. Scenario risk measures; scenario risk measures; sensitivity risk measures
B. Sensitivity risk measures; scenario risk measures; sensitivity risk measures
C. Scenario risk measures; sensitivity risk measures; scenario risk measures
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Edward Liu
Learning Outcome Statements
describe sensitivity risk measures and scenario risk measures and compare these measures to VaR;
demonstrate how equity, fixed-income, and options exposure measures may be used in measuring and managing market risk and volatility risk;
describe the use of sensitivity risk measures and scenario risk measures;
describe advantages and limitations of sensitivity risk measures and scenario risk measures;
CFA® 2025 Level II Curriculum, Volume 5, Module 41.