问题如下图：
选项：
A. 
B. 
C. 
解释：
您好，请问B为啥不对呢？谢谢
NO.PZ2018123101000101 问题如下 Annisquwants Hake to velop a progrfor pricing securitiesthare interest rate path pennt, sumortgage-backesecurities(MBS). He believes thusing the Monte Carlo methoanemploying 2,000simulations will provi average present value across all scenarios equtothe actumarket value of the securities. Hake runs a simulation anuses itto value a benchmark bon He fin ththe value generatees not equthemarket priof the bonTo corretheproblem Hake encounters when using a Monte Carlo simulation, he woulmostlikely: A.aust the volatility assumption. B.increase the number of simulations. a a constant toall interest rates on all paths. Using a Monte Carlo simulation, the mol will procebenchmark bonvalues equto the market prices only chance. A constant isaeto all interest rates on all paths suththe average present valuefor eabenchmark bonequals its market value. 老师，我不太明白这道题，为什么加个恒定的反而调整了，而不是调整波动率？
NO.PZ2018123101000101 问题如下 Annisquwants Hake to velop a progrfor pricing securitiesthare interest rate path pennt, sumortgage-backesecurities(MBS). He believes thusing the Monte Carlo methoanemploying 2,000simulations will provi average present value across all scenarios equtothe actumarket value of the securities. Hake runs a simulation anuses itto value a benchmark bon He fin ththe value generatees not equthemarket priof the bonTo corretheproblem Hake encounters when using a Monte Carlo simulation, he woulmostlikely: A.aust the volatility assumption. B.increase the number of simulations. a a constant toall interest rates on all paths. Using a Monte Carlo simulation, the mol will procebenchmark bonvalues equto the market prices only chance. A constant isaeto all interest rates on all paths suththe average present valuefor eabenchmark bonequals its market value. 请问给MC mol加ift term来修正，算是calibration吗，还是只有Binomitree的修正可以成为calibration？
NO.PZ2018123101000101 ift term不是constant的吧 一般不是随时间改变而改变吗
A不可以么?调整 volatility
