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题目 A standard normal distribution has: 选项 A.no tails B.fat tails C.infinite tails D.asymmetric tails 答案 C 解析 The tail ends of a normal distribution stretch to infinity, although the [...]

题目 It has been observed that daily returns on spot positions of the Euro against the US Dollar are highly correlated with returns on spot holdings of the Japanese Yen against the US Dollar. This [...]

题目 Consider a stock with an initial price of $100. Its price one year from now is given by S=100e^r, where the rate of return r is normally distributed with a mean of 0.1 and a standard deviation [...]

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 Assume that the economy can be in three possible states next year: boom, normal, or slow economic growth. An expert source has calculated that P(BOOM) = 0.30, P(NORMAL) = 0.50, P(SLOW) = 0.20. [...]

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 What is the correlation between X & Y?「huixue_img/importSubject/1564169388796547072.jpeg」 选项 A.0.6330 B.0.7044 C.0.8175 D.0.9286 答案 D 解析 As Covariance(X,Y)= [...]

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 There are 2 phone calls per hour in a call center every day. The probability that they will receive 20 calls in an 8-hour day is closest to: 选项 A.5.59% B.6.56% C.7.66% D.8.40% 答案 A [...]

题目 Which of the following statements concerning probability distributions is (are) correct? I The variance of a standard normal distribution is 1. II Risk analysts would not be able to assume a [...]