题目 X and Y are discrete random variables with the following joint distribution; Pr (X = 4,Y = 30) = 0.07.「huixue_img/importSubject/1564169386363850752.png」What is the conditional standard [...]
题目 Which of the following statements is the most accurate about the relationship between a normal distribution and a Student's t-distribution that have the same mean and standard deviation? [...]
题目 An analyst observes that the closing prices of a stock during a week are $33, $43, $45, $48, $46. On the corresponding days the S&P 500 closed at 1150, 1125, 1140, 1160, and 1170. Based on [...]
题目 The annual marginal probability of default of a bond is 15% in year 1 and 20% in year 2. What is the probability of the bond surviving (i.e. no default) to the end of two years? 选项 A.68% [...]
题目 A trader in your firm is convinced that the stock index in country X is perfectly negatively correlated to the S&P 500. In order to profit from this analysis, he has taken a long position [...]
题目 Your firm uses a proprietary forecasting model that requires parameter estimates of random variables that are believed to follow the Poisson distribution. You are attempting to assess the [...]
题目 The mean equity risk premium over a 40-year period is equal to 8.0%. The standard deviation of the sample is 12%. The standard error of the sample mean is closest to: 选项 A.0.30% B.1.90% [...]
题目 The covariance between the return from two securities is 4 and the correlation between them is 0.5. If the variance of the first return is 16, the variance of the second return will be CLOSEST [...]
题目 If a random variable X has density f(x) and random variable Y has density g(y), then X and Y are independent of each other if and only if their joint density function h(x, y) satisfies: 选项 [...]
题目 Using the following Information to answer the question below.「huixue_img/importSubject/1564169386204467200.png」The variance of X is closest to: 选项 A.0.58 B.0.59 C.0.60 D.0.61 答案 D [...]
