郭同学2018-12-11 16:50:58

“Scenario analysis complements VaR because it can better account for market liquidity. A limitation of scenario analysis, however, is that it has a greater reliance on historical market data than does VaR.”这句话是题干。 Q. Are Lee’s comments regarding scenario analysis most likely correct? No, with regard to market liquidity No, with regard to historical data Yes 答案选第二个，这个可以理解，因为场景分析有历史分析和家乡分析，但是A选项关于市场流动性的表达为啥是正确的请解答。