59题B选项:
VaR(10%)=0
解析给的是it indicates there is 10% probability that on any given day the dollar loss will be greater than $0.
因为VaR是given confidence level的maximum loss. 我的理解是VaR(10%)=0 表示10% probability thaht loss less than zero. i.e. 90% prob that there is a postive loss.