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Options
- A
Index sigma
- B
Index VaR
-
Scrip sigma
Correct answer
- D
Scrip VaR
Why this is the answer
Scrip sigma refers to the volatility of a specific security computed as of the end of the previous trading day using the exponentially weighted moving average (EWMA) method. (Index sigma, on the other hand, measures the volatility of a market index like Nifty 50 or S&P BSE Sensex.)*
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