- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 6. Simulation Methods
- Subject 2. Monte Carlo Simulation
CFA Practice Question
Consider the following statements:
II. Historic simulation is an alternative to Monte Carlo simulation.
III. Bootstrapping is a statistical method that falls into a type of Monte Carlo analysis.
IV. Historic simulation can be as flexible as Monte Carlo simulation.
I. Historic simulation is sometimes called regressive simulation.
II. Historic simulation is an alternative to Monte Carlo simulation.
III. Bootstrapping is a statistical method that falls into a type of Monte Carlo analysis.
IV. Historic simulation can be as flexible as Monte Carlo simulation.
Which is true?
Correct Answer: II
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