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PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition 8008 Question # 107 Topic 11 Discussion

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PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition 8008 Question # 107 Topic 11 Discussion

8008 Exam Topic 11 Question 107 Discussion:
Question #: 107
Topic #: 11

If the 1-day VaR of a portfolio is $25m, what is the 10-day VaR for the portfolio?
A.

$7.906m

$79.06m

B.

$250m

C.

Cannot be determined without the confidence level being specified

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Actual exam question for PRMIA 8008 exam by Vega9880 at Aug 3, 2025, 12:00:00 AM

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