A.1.0%

B.2.5%

C.2.0%

D.3.0%

A.Geopolitical risk

B.Legal risk

C.Reputational risk

D.Strategic risk

A.15%

B.45%

C.60%

D.100%

A.Comparing the predictive ability of VaR on a daily basis to the realized daily profits and losses.

B.Plotting the daily profit and losses along with the ranges predicted by VaR models

C.Determining the proportion of daily profits exceeding those predicted by VaR.

D.Plotting VaR forecasts against the proportion of daily losses exceeding the average loss.

A.Equity forward or futures price = market equity price x (1 - risk-free rate - expected dividend rate)t

B.Equity forward or futures price = market equity price + (1 + risk-free rate - expected dividend rate)t

C.Equity forward or futures price = market equity price + (1 + risk-free rate + expected dividend rate)t

D.Equity forward or futures price = market equity price x (1 + risk-free rate - expected dividend rate)t