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.
asset price是负数么,return 是正有负吧