83. A large, international bank has a trading book whose size depends on the opportunities perceived by its traders. The market risk manager estimates the one-day VaR, at the 95%confidence level, to be USD 50 million. You are asked to evaluate how good of a job the manager is doing in estimating the one-day VaR. Which of the following would be the most convincing evidence that the manager is doing a poor job, assuming that losses are identically independent distributed?

a.
Over the last 250 days, there are eight exceedences.
b.
Over the last 250 days, the largest loss is USD 500 million.
c.
Over the last 250 days, the mean loss is USD 60 million.
d.
Over the last 250 days, there is no exceeedence.

请问高手们这题该怎么考虑？
hb答案选d，网上下载的真题答案选c，讲的都有道理。到底该选哪个呢？
如果选c，是说mean loss都60m，var才50，所以肯定有问题，但不知此处mean loss是不是指shortfall?
如果选d，是说应该有12.5次发生，结果却一次都没发生，所以肯定有问题。
该选择哪个？？？

多谢！！