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University Of Montana Operations And Supply Chain Management Assignment Help - accurate description

Question - Worse-than-VAR scenarios are defined as scenarios that lead to losses in the extreme left tail of the return distribution equal to or exceeding VAR at a given level of confidence. Which of the following statements is an accurate description of VAR? A. VAR is the average of the worse-than-VAR scenario returns. B. VAR is the standard deviation of the worse-than-VAR scenario returns. C. VAR is the most pessimistic scenario return (maximum loss) from the worse-than-VAR scenarios. D. VAR is the most optimistic scenario return (minimum loss) from the worse-than-VAR scenarios.

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