- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 42. Measuring and Managing Market Risk
- Subject 1. Value at Risk
CFA Practice Question
Which VaR measure is the MOST useful in evaluating the potential effect of a trade before the trade is done?
B. Marginal VaR
C. Relative VaR
A. Conditional VaR
B. Marginal VaR
C. Relative VaR
Correct Answer: B
User Contributed Comments 0
You need to log in first to add your comment.