34.請問若定義 s=(Offer Price – Bid Price)/Mid Price,我們可應用 s 於評估:
(A)Liquidity-Adjusted VaR
(B)Component VaR
(C)Credit-Adjusted VaR
(D)Marginal VaR
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統計: A(12), B(1), C(0), D(7), E(0) #1785712
統計: A(12), B(1), C(0), D(7), E(0) #1785712