NO.PZ202109080500000406
问题如下:
From Virginia’s list of benefits arising from the use of Monte Carlo simulation in retirement planning, the one that is most accurate is:选项:
A.Item 1. B.Item 2. C.Item 3.解释:
SolutionC is correct. Monte Carlo simulation can accommodate the tax consequences to her estate arising from the bequest of the Microsoft shares to her children at an uncertain time and price in the future.
A is incorrect. Monte Carlo simulation can aid in determining the probability of success but cannot measure the magnitude of investment shortfalls.
B is incorrect. Longevity risk can be reduced with life annuities, but Monte Carlo analysis will not help.
MSC输出的portfolio values的分布上,分位点对应values的金额,C选项说可以衡量shortfalls的大小,感觉也没啥问题呢?