29. A Monte Carlo simulation can be used to: A. directly provide precise valuations of call options.

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29. A Monte Carlo simulation can be used to:

A. directly provide precise valuations of call options.

B. simulate a process from historical records of returns.

C. test the sensitivity of a model to changes in assumptions.

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Quantitative Investment Analysis

ISBN: 9781119743620

4th Edition

Authors: CFA Institute

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Question Posted: Oct 28, 2024 03:00 AM

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29. A Monte Carlo simulation can be used to: A. directly provide precise valuations of call options.

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Quantitative Investment Analysis

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