爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Given that x and y are random variables, and a, b, c and d are constant, which one of the following definitions is wrong? 选项 A.E(ax+by +c) = aE(x) + bE(y) + c, if x and y are correlated. [...]

题目 The return on a portfolio is normally distributed with an expected rate of return of 10%, and a standard deviation of 20%. What is the probability that the return will be between 0% and 5%? [...]

题目 If the average rate of HFLS operational loss events instead is 20 per workweek (20 every five days), if we assume a Poisson distribution, what is the probability on a given single day that [...]

题目 Which one of the following statements about the normal distribution is NOT accurate? 选项 A.Kurtosis equals 3. B.Skewness equals 1. C.The entire distribution can be characterized by two [...]

题目 If X is a continuous random variable, the probability of any single value of X is: 选项 A.One. B.Zero. C.Determined by the probability distribution function. D.Determined by the cumulative [...]

题目 Let A and B be two mutually exclusive events with P(A) = 0.20 and P(B) = 0.30. Therefore: 选项 A.P(B A) = 0.20 B.P(A and B) = 0 C.P(A or B) = 0.52 D.P(A and B) = 0.06 答案 B 解析 If the [...]

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

题目 The distribution of one-year returns for a portfolio of securities is normally distributed with an expected value of €45 million, and a standard deviation of €16 million. What is the [...]