标题: [CFA Level 3] 三级 请教mock 2010 第13题 [打印本页]

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作者: ssigh    时间: 2012-5-26 13:48     标题: 三级 请教mock 2010 第13题

本帖最后由 ssigh 于 2012-5-26 14:10 编辑

答案是这样的：Asuming 250 trading days per year,if daily Var at 95% confident level is 1 million,over one year a daily loss exceeding 1 million should occur approximately 5% of 250 days or 12.5 days.

他到底说什么呢？怎么都看不明白。

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作者: Hang-Directions    时间: 2012-5-26 16:35

Number of losing days= Probability of loss multiples 250d
Take your question for example,  5%*250=12.5

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