题目 An analyst estimates that 20% of high-risk bonds will fail (go bankrupt). If she applies a bankruptcy prediction model, she finds that 70% of the bonds will receive a “good” rating, [...]
题目 If the risk-free rate is equal to zero and the mean is less than the standard deviation, compared with Sharp ratio, the coefficient of variation is: 选项 A.Greater. B.Same. C.Less. 答案 A [...]
题目 Which of the following is a property of two dependent events? 选项 A.The two events must occur simultaneously. B.The probability of one event influences the probability of the other event. [...]
题目 US and Spanish bonds have return standard deviations of 0.64 and 0.56, respectively. If the correlation between the two bonds is 0.24, the covariance of returns is closest to: 选项 A.0.086. [...]
题目 Annual returns and summary statistics for three funds are listed in the following exhibit:「huixue_img/importSubject/1564548691237408768.png」The fund that shows the highest absolute [...]
题目 An analyst is using the data in the following exhibit to prepare a statistical report.「huixue_img/importSubject/1564548690960584704.png」The cumulative relative frequency for the bin -1.71% [...]
题目 At the beginning of Year X, an investor allocated his retirement savings in the asset classes shown in the following exhibit and earned a return for Year X as also [...]
题目 The mean monthly return and the standard deviation for three industry sectors are shown in the following exhibit.「huixue_img/importSubject/1564548696861970432.png」Based on the coefficient [...]
题目 The covariance of returns is positive when the returns on two assets tend to: 选项 A.have the same expected values. B.be above their expected value at different times. C.be on the same side [...]
