开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

小媛 · 2023年04月20日

这道题B的表述不是对的么

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

1 个答案

星星_品职助教 · 2023年04月20日

同学你好,

B选项说的是关于asset return(应服从正态分布)的描述是错的。

由于asset return可以用正态分布描述,所以题干中的“it can illustrate the distribution of assets returns...”的描述是正确的,不能选择B选项。

题干中描述错误的是“it can illustrate the distribution of ....asset prices”(应用lognormal distribution来描述价格)。所以应该选择A选项