- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 41. Measuring and Managing Market Risk
- Subject 2. Other Key Risk Measures
CFA Practice Question
Which measure tells us something about the probability of a given change in value occurring?
B. Sensitivity risk measures
C. Scenario risk measures
A. VaR
B. Sensitivity risk measures
C. Scenario risk measures
Correct Answer: A
VaR accounts for the probability of losses of certain amounts.
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