A major weakness of the RiskMetrics Model is the need to assume a symmetric or normal distribution of asset returns.

Name: A major weakness of the RiskMetrics Model is the need to assume a symmetric or normal distribution of asset returns.
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The RiskMetrics Model assumes a symmetric or normal distribution of asset returns, which can be a major weakness as returns may not always follow a perfectly normal distribution in reality.

A Major Weakness of the RiskMetrics Model Is the Need