NO.PZ202110140100000404
问题如下：
Simulation Approach 1 (historical simulation) differs from Approach 2 (Monte Carlo simulation) in that:
选项：
A.it is deterministic.
B.a functional form of the statistical distribution for each decision variable needs to be specified.
C.it assumes that sampling the returns from the actual data provides sufficient guidance about future asset returns.
解释：
C is correct.
Approach 1 is a historical simulation and assumes that past asset returns provide sufficient guidance about future asset returns.A is incorrect because both approaches are non-deterministic and random in nature. Approach 1 is a historical simulation, and Approach 2 is a Monte Carlo simulation.
B is incorrect because Approach 1 is a historical simulation and each random variable of interest (key driver and/or decision variable) is randomly drawn from historical data. A functional form of the statistical distribution of returns for each decision variable needs to be specified for a Monte Carlo simulation, which is Approach 2.
能麻烦再详细讲一下这道题嘛
