- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 42. Measuring and Managing Market Risk
- Subject 1. Value at Risk
CFA Practice Question
If a normal distribution is used and a sufficiently large number of simulations are run, the Monte Carlo VaR will be ______ that of the parametric method.
B. close to
C. smaller than
A. larger than
B. close to
C. smaller than
Correct Answer: B
User Contributed Comments 0
You need to log in first to add your comment.