Audio load: http://www.mcmelectronics.com/product/28-048 (No mention of tolerance)

Done.

Scopes have a lot of errors. A DVM may work, but pay attention to frequency response. If you stick to a sine wave you won't need a TRMS meter.

Next problem, you need to know the resistor value accurately.

I don't think you want or need want 0.001% accuracy.