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给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。(2分) 选项: A:VaR(90%)=18,预期亏损=22 B:VaR(90%)=14,预期亏损=15 C:VaR(90%)=10,预期亏损=14 D:VaR(90%)=10,预期亏损=15
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给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。 选项: A:VaR(90%)=10,预期亏损=15 B:VaR(90%)=18,预期亏损=22 C:VaR(90%)=10,预期亏损=14 D:VaR(90%)=14,预期亏损=15
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【单选题】给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。A. VaR ( 90% ) =10 ,预期亏损 =14B. VaR ( 90% ) =10 ,预期亏损 =15C. VaR ( 90% ) =14 ,预期亏损 =15D. VaR ( 90% ) =18 ,预期亏损 =22
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给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。 选项: A、VaR(90%)=10,预期亏损=14 B、VaR(90%)=10,预期亏损=15 C、VaR(90%)=14,预期亏损=15 D、VaR(90%)=18,预期亏损=22
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给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。 选项: A、VaR(90%)=10,预期亏损=15 B、VaR(90%)=10,预期亏损=14 C、VaR(90%)=10,预期亏损=14 D、VaR(90%)=18,预期亏损=22
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给定一个资产的 30 个顺序百分比收益率,计算在 90%置信水平下的 VaR 和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8, 9,11,12,12,14,18,21,23。( A ) 选项: A:VaR(90%)=10,预期亏损=15 B:VaR(90%)=18,预期亏损=22 C:VaR(90%)=14,预期亏损=15 D:VaR(90%)=10,预期亏损=14
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给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。 选项: A:<p>VaR(90%)=10,预期亏损=15</p> B:<p>VaR(90%)=10,预期亏损=14</p> C:<p>VaR(90%)=14,预期亏损=15</p> D:<p>VaR(90%)=18,预期亏损=22</p>
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中国大学MOOC: 给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。
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给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。A.VaR(90%)=14,预期亏损=15B.VaR(90%)=10,预期亏损=15C.VaR(90%)=18,预期亏损=22D.VaR(90%)=10,预期亏损=14
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【单选题】给定一个资产的30个顺序百分比收益率,计算在90%置信水平下的VaR和预期亏损(ES):-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23。A. VaR(90%)=14,预期亏损=15 B. VaR(90%)=10,预期亏损=15 C. VaR(90%)=18,预期亏损=22 D. VaR(90%)=10,预期亏损=14