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- 2014-10-14
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niraj_a Wrote:
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> 1) VAR = Rp - z * Std dev
>
> If confidence interval increases from 95% to 99%,
> then the z score increases from 1.65 to 2.3.
>
> This VAR decreases. Thats correct right?
That's actually my question.
-The value of the VAR decreases.
-The magnitude of the VAR increases.
So if question simply ask about VAR, shall I say increase? or decrease? Higher? or Lower? |
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