题目 A risk manager gathers five years of historical returns to calculate the Kendall τ correlation coefficient for stocks X and Y. The stock returns for X and Y from 2010 to 2014 are as [...]
题目 Which of the following statements regarding hypothesis testing is correct? 选项 A.A Type II error is rejecting the null hypothesis when it is true. B.Reject the null hypothesis if p-value [...]
题目 Gloria Brown, FRM, calculated the intrinsic value of RTN Company and expects the stock to generate a 25% annual return over the foreseeable future. However, Brown is concerned that her price [...]
题目 An analyst collects a sample of 50 P/E ratios of stocks that are representative of the market. The mean P/E of these stocks is 20 and the standard deviation is 8.5. What is the 95 percent [...]
题目 Henry's firm is contemplating a switch from spreadsheets to data analytics software primarily because his firm's risk managers believe that the spreadsheets are responsible for too many [...]
题目 Colleagues Ariel and Bob recently discussed the application of the normal distribution for random variables. Ariel claimed that the z-statistic measures the distance, in standard deviation [...]
题目 The mean age of the 80 employees in a company is 35 and the standard deviation is 15. Assuming that the ages are normally distributed and using 95% confidence level, we can say that the [...]
题目 Which one of the following four statements about hypothesis testing holds true if the level of significance decreases from 5% to 1%? 选项 A.It becomes more difficult to reject a null [...]
题目 Using the following Information to answer the question below.「huixue_img/importSubject/1564169387102048256.png」The expected value of Y is closest to: 选项 A.2.1 B.2.2 C.2.3 D.2.4 答案 [...]
题目 An investment analyst takes a random sample of 100 aggressive equity funds and calculates the average beta as 1.7. The sample betas have a standard deviation of 0.4. Using a 95% confidence [...]
