爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Which statement best describes correlations and variances in times of financial crisis? 选项 A.There are only marginal changes in correlations and variances in times of crisis and therefore [...]

题目 The joint probability distribution of random variables X and Y is given by f(x,y) = k× x×y for x =1,2,3,y =1,2,3, and k is a positive constant. What is the probability that X+Y will exceed [...]

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 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 Each of the following is true about the chi-square and F distributions EXCEPT: 选项 A.The chi-square distribution is used to test a hypothesis about a sample variance; i.e., given an [...]

题目 The characteristic function of the product of independent random variables is equal to the: 选项 A.square root of the product of the individual characteristic functions. B.product of the [...]

题目 It is often said that distributions of returns from financial instruments are leptokurtic. For such distributions, which of the following comparisons with a normal distribution of the same [...]

题目 Which of the following statements about simulation is invalid? 选项 A.The historical simulation approach is a nonparametric method that makes no specific assumption about the distribution of [...]

题目 Asset 1 has correlation of 0.5 with asset 2. A portfolio with equal weights of these two assets has a standard deviation of 13. The standard deviation of asset 2 is 19.50. What is the [...]

题目 If the probability of a manager outperforming the median manager is determined to be 58%, the number of quarters over the next three years that the manager is expected to outperform the median [...]