Credit VaR for the combined position?
A. 0
B. 30,000
C. 70,000
D. 100,000
Answer:C
Credit VaR for the combined position?
A. 0 B. 30,000 C. 70,000 D. 100,000
Explanation: The credit VaR is equal to the highest potential loss with a probability higher than or equal to the confidence