Assume that a firm is calculating Value at Risk (VaR) at the 2 sigma level. These calculations only focus on outcomes involving blank that lie blank the blank probability level. Returns calculations of this type typically use a blank curve whereas asset prices typically use a blank profile.

1 pointWhich of the following is a key advantage of using value at risk (VaR) as a market risk management tool for a trading portfolio

Return on investment (ROI) Blank______.Multiple choice question.is calculated by dividing the average net income for two years by the average total assetsis normally calculated using net income as the measure of the returnis sometimes referred to as return on equity (ROE)is calculated by dividing net income earned during the year by the total assets at the end of the year

Most companies compute the material price variance when materials are Blank______ and the material quantity variance when materials are

A blank blank blank or a less costly blank blank blank - both strategies being options based - would both be suited to a market view that the underlying price was generally expected to break lower prior to the maturity of the option(s). Assuming the price of the underlying moved as expected, and both strategies were priced using the same σ, a higher profit would be achieved using the blank blank

An indirect measure of risk that tells us how much a firm earned for each dollar invested by its owners is called Blank______.Multiple choice question.return on salesearnings per sharereturn on equitythe current ratio