The value at risk (VAR)is typically defined as the _____ percentile of NPV distribution . A)5^th B)10^th C)50^th D)90^th

Name: The value at risk (VAR)is typically defined as the _____ percentile of NPV distribution . A)5 th B)10 th C)50 th D)90 th
Brand: Quizplus
Rating: 4.9 (40 reviews)

Question

Quizplus · Accepted Answer

Value at Risk (VAR) is typically defined as the 5th percentile of the NPV distribution, indicating the worst loss expected over a given time period with a 95% confidence level.

The Value at Risk (VAR)is Typically Defined as the _____