Question: Suppose that a support bond is being analyzed using the Monte Carlo simulation methodology. The theoretical value using 1,500 interest-rate paths is 88. The range

Suppose that a support bond is being analyzed using the methodology. The theoretical value using 1,500 interest-rate paths is 88. The range for the path present values is a low of 50 and a high of 115. The standard deviation is 15 points. How much confidence would you place on the theoretical value of 88?

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