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After six months, the growth portfolio t...

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题目

After six months, the growth portfolio that Rayan Khan manages has outperformed its benchmark. Khan states that his odds of beating the benchmark for the year are 3 to 1. If these odds are correct, what is the probability that Khan’s portfolio will beat the benchmark for the year?

选项

A.0.33

B.0.67

C.0.75

答案

C

解析

C is correct. The odds for beating the benchmark = P(beating benchmark) / [1 –P(beating benchmark)].Let P(A) = P(beating benchmark). Odds for beating the benchmark = P(A) / [1 – P(A)].3 = P(A) / [1 – P(A)]Solving for P(A), the probability of beating the benchmark is 0.75.