The value-at-risk of a portfolio is
A)Always positive.
B)Always negative.
C)May be positive or negative.
D)Always non-negative.

Name: The value-at-risk of a portfolio is A)Always positive. B)Always negative. C)May be positive or negative. D)Always non-negative.
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Question

Quizplus · Accepted Answer

The value-at-risk of a portfolio may be positive or negative. A positive value-at-risk indicates that the portfolio is expected to gain value, while a negative value-at-risk indicates that the portfolio is expected to lose value.

The Value-At-Risk of a Portfolio Is