VaR increases with:
A) lower correlation of underlying risk factors
B) a shorter time horizon
C) a lower confidence level
D) a higher confidence level

Name: VaR increases with: A) lower correlation of underlying risk factors B) a shorter time horizon C) a lower confidence level D) a higher confidence level
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The Answer of VaR increases with:
A) lower correlation of underlying risk factors
B) a shorter time horizon
C) a lower confidence level
D) a higher confidence level

VaR Increases With