B选项哪里不对

问题如下：

Which of the following statements best describes methods for assessing portfolio tail risk?

选项：

A.Parametric methods use expected value and standard deviation of risk factors under a normal distribution and are well suited for option-based portfolios.

B.

Historical simulation methods use historical parameters and ranking results and are not well suited for option-based portfolios.

C.

Monte Carlo methods generate random outcomes using portfolio measures and sensitivities and are well suited for option-based portfolios.

解释：

C is correct. Parametric methods in A are not well suited for non-normally distributed returns or option-based portfolios, while historical simulation assumes no probability distribution and accommodates options.