10-50 in the JPM RiskMetrics Model,VAR Is Calculated as
A)the $\surd{N}$

10-50 In the JPM RiskMetrics model,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 $\surd{N}$ .