题目
Which of the following assets most likely requires the use of a multivariate distribution for modeling returns?
选项
A.A call option on a bond
B.A portfolio of technology stocks
C.A stock in a market index
答案
B
解析
： B is correct. Multivariate distributions specify the probabilities for a group of related random variables. A portfolio of technology stocks represents a group of related assets. Accordingly, statistical interrelationships must be considered, resulting in the need to use a multivariate normal distribution. ： B正确。 多元分布指定了一组相关随机变量的概率。科技股投资组合代表一组相关资产。因此，必须考虑统计上的相互关系，从而需要使用多元正态分布。