NO.PZ2017092702000082
问题如下:
A portfolio manager annually outperforms her benchmark 60% of the time. Assuming independent annual trials, what is the probability that she will outperform her benchmark four or more times over the next five years?
选项:
A.0.26
B.0.34
C.0.48
解释:
B is correct.
To calculate the probability of 4 years of outperformance, use the formula: Using this formula to calculate the probability in 4 of 5 years, n = 5, x = 4 and p = 0.60. Therefore,
The probability of outperforming 4 or more times is p(4) + p(5) = 0.2592 + 0.0778 = 0.3370
计算outperform四次的公式如下
5C4*0.6^4为什么不是后面乘以5C1(1-0.6),而是只乘以1(1-0.6)