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Part II
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Market Risk
Market Risk
Hard
A portfolio has an equity factor sensitivity of $400,000 per 1% move. Under a stress scenario where equities decline 25%, the estimated stress loss from the equity factor alone is closest to:
A
$10.0 million
B
$1.0 million
C
$100.0 million
D
$4.0 million
Select an answer to continue
Tags
#stress-testing
#factor-sensitivity
#scenario-analysis
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