Financial Risk Manager Part 1
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A risk manager would like to measure VaR for a bond. He notices that the bond has a puttable feature. What effect on the VaR will this puttable feature have?
A risk manager would like to measure VaR for a bond. He notices that the bond has a puttable feature. What effect on the VaR will this puttable feature have?
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A
The VaR will increase.
B
The VaR will decrease.
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