If the energy asset is dropped from the portfolio, what will be the reduction in portfolio VaR?
A. CNY 2,242,350
B. CNY 3,494,700
C. CNY 5,746,950
D. CNY 6,999,300
Answer:C
If the energy asset is dropped from the portfolio, what will be the reduction in portfolio VaR?
A. CNY 2,242,350 B. CNY 3,494,700 C. CNY 5,746,950 D. CNY 6,999,300