题目 What is the correlation between X & Y?「huixue_img/importSubject/1564169388796547072.jpeg」 选项 A.0.6330 B.0.7044 C.0.8175 D.0.9286 答案 D 解析 As Covariance(X,Y)= [...]
题目 Bonds rated B have a 25% chance of default in five years. Bonds rated CCC have a 40% chance of default in five years. A portfolio consists of 30% B and 70% CCC-rated bonds. If a randomly [...]
题目 There are 2 phone calls per hour in a call center every day. The probability that they will receive 20 calls in an 8-hour day is closest to: 选项 A.5.59% B.6.56% C.7.66% D.8.40% 答案 A [...]
题目 Which of the following statements concerning probability distributions is (are) correct? I The variance of a standard normal distribution is 1. II Risk analysts would not be able to assume a [...]
题目 Let (C) be a random normal variable that characterizes the temperature in degree Celsius. Assume (C) has mean of 30.0 and standard deviation of 2.0. Let (F) be the corresponding temperature in [...]
题目 The student's t distribution is a function of 选项 A.Normal distribution B.Chi-square distribution C.Lognormal distribution D.Normal and chi-square distributions 答案 D 解析 Normal and [...]
题目 The following table summarizes the availability of trucks with air bags and bucket seats at a dealership.「huixue_img/importSubject/1564169388448419840.jpeg」What is the probability of [...]
题目 Assume the true distribution of returns is leptokurtic. If we assume normality when we calculate the VaR, then which of the following statements is true? 选项 A.The 95% VaR is overstated. [...]
题目 Which distribution does NOT tend to approximate the normal as one of its parameters increases? 选项 A.Bernoulli B.Binomial C.Poisson D.All of the above 答案 A 解析 Binomial tends to [...]
题目 A certain low-severity administrative (operational) process tends to produce an average of eight errors per week (where each week is five workdays). If this loss frequency process can be [...]
