10-65 Which Approach,in Effect,amounts to Simulating or Creating Artificial Trading

question 85

Multiple Choice

10-65 Which approach,in effect,amounts to simulating or creating artificial trading days and FX rate changes?

• A)Back simulation approach.
• B)Variance/covariance approach.
• C)Monte Carlo simulation approach.
• D)RiskMetrics Model.
• E)All of the above.

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