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dorazjs911 · 2022年08月14日

请老师翻译并解释这道题,谢谢

* 问题详情,请 查看题干

NO.PZ202106160300002401

问题如下:

The fourth quintile return for the MSCI World Index is closest to:

选项:

A.20.65% B.26.03% C.27.37%

解释:

B is correct. Quintiles divide a distribution into fifths, with the fourth quintile occurring at the point at which 80% of the observations lie below it. The fourth quintile is equivalent to the 80th percentile. To find the yth percentile (Py), we first must determine its location.

The formula for the location (Ly) of a yth percentile in an array with n entries sorted in ascending order is Ly=(n + 1) x (y/100). In this case, n = 10 and y= 80%, so:

L80 = (10 +1) x (80/100) = 11 x 0.8 = 8.8

With the data arranged in ascending order (-40.33%, -5.02%, 9.57%, 10.02%, 12.34%, 15.25%, 16.54%, 20.65%, 27.37%, and 30.79%), the 8.8th position would be between the 8th and 9th entries, 20.65% and 27.37%, respectively.

Using linear interpolation,

P80 =X8 +(Ly - 8) x (X9 - X8), P80 =20.65 + (8.8 - 8) x (27.37 - 20.65) = 20.65 + (0.8 x 6.72) = 20.65 + 5.38 = 26.03%.

请老师翻译并解释这道题,谢谢

1 个答案

星星_品职助教 · 2022年08月14日

同学你好,

整道题的讲解请参照全线班中,课后题讲解部分的R2 Q27。

如果对于讲解仍有问题,可以就具体的问题提问。

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