爱考云 - 搜题找答案神器_海量试题解析在线查

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 If the variable (Y) is a normal random variable, such than 「huixue_img/importSubject/1564169387177545728.png」, which of the following (X) variables is lognormally (log-normally) [...]

题目 Which of the following statements is true regarding the bootstrap simulation method used in VaR estimation? I Bootstrapping uses actual market data. II The bootstrapping method always uses a [...]

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 [...]

题目 Which of the following statements about probability distributions is least accurate? 选项 A.A probability distribution is, by definition, normally distributed. B.One of the key properties of [...]

题目 Given two variables X and Y that are lognormally distributed, what is the distribution of X × Y? 选项 A.Normal B.Lognormal C.Binomial D.None of the above 答案 B 解析 If X and Y are [...]

题目 Which of the following statements related to the F-distribution and chi-squared distribution is wrong? Both distributions: 选项 A.Are asymmetrical. B.Are bound by zero on the left. C.Are [...]

题目 An analyst has determined that the probability that the S&P 500 index will increase on any given day is 0.60 and the probability that it will decrease is 0.40. The expected value and [...]

题目 Given a beta of 1.10 and a risk-free rate of 5%, what is the expected rate of return assuming a 10% market return? 选项 A.15.5% B.21.5% C.5.5% D.10.5% 答案 D 解析 [...]

题目 A portfolio has an expected return of 11.0% with volatility of 24.0%. The benchmark has an expected return of 5.0% with volatility of 15%. The expected returns correlation is 0.80. What is the [...]