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Which of the following best describes the quantitative

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Which of the following best describes the quantitative parameters of the Internal Models Approach?

A. Ten-day trading horizon, 99% confidence interval, minimum one yearof data, minimum quarterly updates
B. One-day trading horizon, 95% confidence interval, five years of data,updated weekly
C. One-day trading horizon, 99% confidence interval, minimum one year of data, updated monthly
D. Ten-day trading horizon, 97.5% confidence interval, minimum five years of data, updated daily

Reference no: EM13568882

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