NO.PZ2018062001000011
问题如下:
Tim, an analyst of an investment company, says " Normal distribution is widely used in quantitative analysis. For example, it can illustrate the distribution of assets returns and asset prices." Is Tim correct?
选项:
A.
Incorrect about illustrate the distribution of asset prices.
B.
Incorrect about illustrate the distribution of assets returns.
C.
Correct.
解释:
A is correct.
Normal distribution can be used to illustrate the asset return distribution. However, asset prices are always greater than zero. Lognormal distribution will be more suitable for asset prices distribution.
B不就是说题目是错的,正态分布拟合了收益的分布么