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
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=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
参考答案和解析
VaR ( 90% ) =10 ,预期亏损 =15
相关考题:
(1)0×(-2012);(2)(-8)×1.25 ;(3)7/10×(-3/14)(4)(-3/16)×(-8/9)(5)7.5×(-8.2)×0×(-19.1)(6)(-14/3)×5/7(7)(-0.12)×1/12×(-100)(8)7×(-1+3/14)
以下程序的输出结果是( )。 A.1,2,3,4,5,6,7,8,9,10,B.1,2,3,4,10,12,14,16,9,10,SX 以下程序的输出结果是( )。A.1,2,3,4,5,6,7,8,9,10,B.1,2,3,4,10,12,14,16,9,10,C.1,2,6,8,10,12,7,8,9,10,D.1,2,6,8,10,12,14,16,9,10,
设一个顺序有序表A[1:14]中有14个元素,则采用二分法查找元素A[4]的过程中比较元素的顺序为()。A.A[7],A[5],A[3],A[4]B.A[1],A[14],A[7],A[4]C.A[7],A[3],A[5],A[4]D.A[1],A[2],A[3],A[4]
对恒牙萌出的正确描述是()A、上颌牙萌出顺序1-2-3-4-5-6-7B、上颌牙萌出顺序1-2-4-5-3-6-7C、上颌牙萌出顺序6-1-2-4-5-3-7D、下颌牙萌出顺序6-1-2-3-4-5-7E、下颌牙萌出顺序6-1-2-4-5-3-7
F12L413柴油机的发火顺序是()。A、1-5-3-8-10-7-6-11-2-9-4-12B、1-8-5-10-3-7-6-11-2-9-4-12C、1-10-3-8-7-11-6-9-2-4-12-5D、1-8-5-10-7-3-6-11-2-9-4-12
单选题对恒牙萌出的正确描述是()A上颌牙萌出顺序1-2-3-4-5-6-7B上颌牙萌出顺序1-2-4-5-3-6-7C上颌牙萌出顺序6-1-2-4-5-3-7D下颌牙萌出顺序6-1-2-3-4-5-7E下颌牙萌出顺序6-1-2-4-5-3-7
单选题A 4 : 5 : 16B 4 : 5 : 14C 4 : 7 : 12D 4 : 3 : 10