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OCTOPUS · 2018年06月14日

问一道题:NO.PZ2017092702000064 [ CFA I ]

问题如下图:

选项:题目在说什么(ー_ー)!!读得一头懵

A.

B.

C.

解释:

2 个答案

源_品职助教 · 2018年09月06日

如果按照同学你这样理解,那么他的研究方法就不对,因为研究的是连续两季,但是预测的不是连续两季,这样的方法会导致计算结果有偏。不过这里不用纠结,不影响解题。

源_品职助教 · 2018年06月14日

题目要求投资收益连续两个季度超过BENCHMARK的概率是多少

这种题目需要用下面公式计算。

即P(AB)=P(B)P(A/B)

但是因为每一年都是收益率是否炒股BENCHMARK都是彼此独立的事件。所以P(A/B)=P(A)

所公式就变成了解释最后一步的乘法法则。

上善若水 · 2018年09月06日

感觉这个题目的意思是,计算了投资收益连续两个季度超过benchmark的概率后,想计算下一年合计两个季度超过benchmark的概率,不一定是连续的两个季度。季度收益是否超过benchmark的几率是彼此独立的。所以用乘法法则。

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