爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Let X and Y are two random variables representing the annual returns of two different portfolios. If E(X) = 3, E(Y) = 4 and E(XY) = 11, then what is the covariance? 选项 A.5 B.1 C.0 D.-1 [...]

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 Peter the Risk Analyst wants to characterize an operational loss severity process with a relatively simple and recognizable probability distribution. His first choice is the lognormal [...]

题目 If the daily returns of two assets are positively correlated, then: 选项 A.the covariance of their daily returns must be positive. B.the covariance of their daily returns must be zero. C.the [...]

题目 An analyst is studying a stock that is currently trading at $35. The analyst estimates that there is 33% probability that the stock will trade at $50 after one year, a 20% probability that the [...]

题目 The covariance between variable A and variable B is 5. The correlation between A and B is 0.50. If the variance of A is 12, what is the variance of B? 选项 A.10.00 B.2.89 C.8.33 D.14.40 [...]

题目 Your firm uses a proprietary forecasting model and assumes that the random variables they used follow the Poisson distribution. You are trying to assess the probability of the number of [...]

题目 John is forecasting a stock's performance in 2010 conditional on the state of the economy of the country in which the firm is based. He divides the economy's performance into three categories [...]

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 What is kurtosis? What is its role in statistical distributions? 选项 A.Kurtosis measures the nature of the spread of the values around the mean. It represents the 4th moment of a [...]