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Basic Question 0 of 28
Which terminologies refer to the same thing?
II. Active risk.
III. Tracking risk.
IV. Tracking error.
I. Active return.
II. Active risk.
III. Tracking risk.
IV. Tracking error.
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You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu
Learning Outcome Statements
explain the use of value at risk (VaR) in measuring portfolio risk;
compare the parametric (variance -covariance), historical simulation, and Monte Carlo simulation methods for estimating VaR;
estimate and interpret VaR under the parametric, historical simulation, and Monte Carlo simulation methods;
describe advantages and limitations of VaR;
describe extensions of VaR;
CFA® 2025 Level II Curriculum, Volume 5, Module 40.