In the RiskMetrics Model,value at Risk (VAR)is Calculated as
A)the $\surd$

In the RiskMetrics model,value at risk (VAR) is calculated as

A) the price sensitivity times an adverse daily yield move.
B) the dollar value of a position times the price volatility.
C) the dollar value of a position times the potential adverse yield move.
D) the price volatility times the $\surd$ N.
E) DEAR times the $\surd$ N.