NO.PZ2023091601000049
问题如下:
A quantitative analyst used a simulation to forecast the
S&P 500 index value at the end of the year with an index value of 1.800 at
the beginning of the year. He generated 200 scenarios and calculated the
average index value at year-end to be 1.980, with a 95% confidence interval of
(1.940, 2.020). In order to improve the accuracy of the forecast, the
quantitative analyst increased the number of scenarios to attain a new 95%
confidence interval of (1.970, 1.9901) with the same sample mean and the same
sample standard deviation. How many scenarios were used to generate this
result?
选项:
A.400
B.800
C.1600
D.3200
解释:
求解析,谢谢!