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Basic Question 3 of 4

The accuracy of the Monte Carlo method depends on:

I. The valuation model.
II. The number of paths.
III. The accuracy of inputs.

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I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz

Tamara Schultz

Learning Outcome Statements

describe a Monte Carlo forward-rate simulation and its application.

CFA® 2025 Level II Curriculum, Volume 4, Module 27.