4. Which of the following statements regarding the VaR estimation methods is most likely
correct?
A. A primary advantage of using the parametric method that it can accurately estimate VaR
of a portfolio containing options.
B. One of the disadvantages of the Monte Carlo simulation method is its inability to process
complex distributions.
C. Compared to parametric method, Monte Carlo and historical simulation methods more
accurately measure VaR of portfolios containing options and bonds with embedded
options.
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