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Which of the following is true of the historical simulation method for calculating VaR? a. It fits historical data on the behavior of variables to

Which of the following is true of the historical simulation method for calculating VaR?

a. It fits historical data on the behavior of variables to a lognormal distribution

b. It assumes that what will happen in the future is a random sample from what has happened in the past

c. It uses Monte Carlo simulation to create random future scenarios

d. It fits historical data on the behavior of variables to a normal distribution

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