Under what circumstance is the “Capital at Risk” measure MOST likely to underestimate the real risk of loss? A. When the stop loss level is set close to (1% and less) the current market price and the main exposure is oil futures B. When the stop loss level is set close to (1% and less) the current market price and the main exposure is agricultural commodities C. When the stop loss level is set at 5% to the current market price and the main exposure is oil futures D. When the stop loss level is set at 5% to the current market price and the main exposure is agricultural commodities Correct answer: B. Obviously, this has to do with the volatility and liquidity of the securities triggering the stop while not being liquid. Are agricultural commodities less liquid and more volatile than oil futures then?