NO.PZ2018062016000147
问题如下:
A fund manager Oliver wanted to figure out the size of steel companies(measured by revenue) which distributed in a specified state in US, and their use of derivatives. The sample size is 16. He intended to use the derivatives to hedge one of three types of risk explosure:interest rate risk, exchange risk and credit risk. To explore the relationship between derivatives usage and size, Oliver can use:
选项:
A.a parametric test only.
B.a nonparametric test only.
C.both parametric and nonparametric tests.
解释:
B is correct. Although the revenue is measured on a ratio scale, scope of risk explosure is measured on only an ordinary scale. Besides, the sample size is small. Oliver thus employed nonparametric statistics to explore the relationship between derivatives usage and size.
题目是目的检验公司size和衍生品的使用关系。
其中提到了三种risk,这个risk和衍生品的关系是啥?