NO.PZ2022071202000031
问题如下:
Question When working backward from the nodes on a binomial tree diagram, the analyst is attempting to calculate:
选项:
A.the number of potential outcomes.
B.the probability of a given scenario.
C.an expected value as of today.
解释:
SolutionC is correct. In a tree diagram, a problem is worked backward to formulate an expected value as of today.
A is incorrect because the number of nodes is determined by the number of periods as well as the number of forecasted probabilities per period. These inputs will be used in the model to find the potential outcomes. Working backward will then provide the expected value as of today.
B is incorrect because the probability of a given scenario is estimated by the analyst for use in forecasting ending values.
B.the probability for a given scenario,这不也是二叉树的定义吗?即对应发生的概率之和吗?感觉这也是for use in forecasting ending values