NO.PZ2021120102000021
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.
如题，历史法不适用于option吗
