爱考云 - 搜题找答案神器_海量试题解析在线查

题目 A distribution of returns that has a greater percentage of small deviations from the mean and a greater percentage of extremely large deviations from the mean: 选项 A.is positively skewed. [...]

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 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 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 Positive-skewed distributions exhibit: 选项 A.a longer tail to the left of the distribution. B.greater mass close to the expected value. C.greater mass to the left of the expected value. [...]

题目 A high growth stock has a daily return volatility of 1.60%. The returns are positivelyautocorrelated such that the correlation between consecutive daily returns is +0.30. What is the two-day [...]

题目 The variance of the returns from stock A is 0.018 and that of the market is 0.025. If the covariance between the stock and the market index is -0.002, their correlation coefficient is CLOSEST [...]

题目 The following joint probability matrix captures the relationship between Inflation (which can be either Down, Steady or Up) and the Market (which can be either Bear, Range-bound, or [...]

题目 Your staff has determined that your 95% daily VaR model is perfectly accurate: on any given day, the probability that the loss exceeds VaR is 5%. What is the probability that next month, which [...]

题目 Assume the annual returns of Fund A are normally distributed with a mean and standard deviation of 10%. The annual returns of Fund B are also normally distributed, but with a mean and standard [...]