- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 41. Measuring and Managing Market Risk
- Subject 1. Value at Risk
CFA Practice Question
If a portfolio matches the benchmark perfectly, the relative VaR will be close to ______.
B. 0
C. 1
A. -1
B. 0
C. 1
Correct Answer: B
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