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　　　　8.  Which of the following statements about volatility-weighting is true?
　　A.     Historic returns are adjusted, and the VaR calculation is more complicated.
　　B.     Historic returns are adjusted, and the VaR calculation procedure is the same.
　　C.     Current period returns are adjusted, and the VaR calculation is more complicated.
　　D.     Current period returns are adjusted, and the VaR calculation is the same.
　　Answer: B
　　The volatility-weighted method adjusts historic returns for current volatility. Specifically, returns at time t is multiplied by (current volatility estimate/volatility estimate at time t). However, the actual procedure for calculating VaR using a historic simulation method is unchanged; it is only the inputted data that changes.