CFA Practice Question

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CFA Practice Question

Which risk measure(s) is (are) used to measure absolute risk?

I. Variance
II. Tracking error
III. Value at risk
Correct Answer: I and III

Value at Risk (VaR) is a widely used measure of the risk of loss on a specific portfolio of financial assets.

User Contributed Comments 2

User Comment
johntan1979 Tracking = track a benchmark = relative risk
khalifa92 absolute; variance, std & VaR
relative; track risk, track error.
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