题目
A commodity-trading firm has an options portfolio with a two-day Value-at-Risk (VaR) of $2.5 million. What would be an appropriate translation of this VaR to a ten-day horizon under normal conditions?
选项
A.$3.713 million
B.$4.792 million
C.$5.590 million
D.Cannot be determined
答案
C
解析
使用平方根法则：「huixue_img/importSubject/1564170387858788352.png」