万同学2021-12-19 15:12:16

这题为什么不选cWhich statement is true regarding risk budgeting in cases in which marginal VaR is used? A The total risk budget is never equal to the sum of the individual subportfolios’ risk budgets. B The total risk budget is always equal to the sum of the individual subportfolios’ risk budgets. C If the total risk budget is equal to the sum of the individual subportfolios’ risk budgets, there is a risk that this approach may cause capital to be underutilized.