爱考云 - 搜题找答案神器_海量试题解析在线查

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 Suppose that a quiz consists of 20 true-false questions. A student has not studied for the exam and just randomly guesses the answers. How would you find the probability that the student will [...]

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 If a distribution with the same variance as a normal distribution has kurtosis greater than 3, which of the following is TRUE? 选项 A.It has fatter tails than normal distribution. B.It has [...]

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 Assume we conduct a multivariate regression with based on a sample of 32 observations (n=32). The regression produces four regression coefficients, an intercept plus three partial slope [...]

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 n is very large and p is small, the Poisson distribution may be used to approximate the binomial distribution with: 选项 A.\u03bb=np B.\u03bb=np(1-p) C.\u03bb=n\/p D.\u03bb=n\u221ap [...]

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 [...]