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题目 A fund of funds has investments in 36 hedge funds. At the end of the year, the meanreturn of the constituent hedge funds was 13.0%. The standard deviation of the funds' returns was 9.0%. The [...]

题目 Which of the following statements are NOT true? I.Type I error occurs when the null hypothesis is not rejected when it is actually false. II.Type II error occurs when the null hypothesis is [...]

题目 An analyst has constructed the following t-test for a portfolio of financial securities whose returns are normally distributed: Number of securities=40 H0: Mean return 选项 A.1.304 B.1.684 [...]

题目 A portfolio has a mean value of $75 million and a daily standard deviation of $4.27 million. Assuming that the portfolio values are normally distributed, the probability of the portfolio value [...]

题目 The error term represents the portion of the: 选项 A.Dependent variable that is not explained by the independent variable but could possibly be explained by adding additional independent [...]

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 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 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 The correlation of returns between Stocks A and B is 0.60. The covariance between these two Securities is 0.0043, and the standard deviation of the return of Stock B is 26%. The variance of [...]

题目 A new equity fund called Machine Trade Bet is managed by an artificially intelligent bot who utilizes machine learning. The fund claims that its true (population) volatility does not exceed [...]