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Which of the following statements represents a methodological difference between variance-covariance and full revaluation methods?

Which of the following statements represents a methodological difference between variance-covariance and full revaluation methods?

A.

Variance-covariance approach provides computational advantages over the full revaluation approach.

B.

Variance-covariance approach computes the VAR for each position separately, while the full revaluation method computes the VAR on a portfolio basis.

C.

Variance-covariance approach prices positions more accurately than the full revaluation approach.

D.

Variance-covariance approach uses only historic data to compute the covariance matrix.

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