开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

xiaobaiybz · 2020年02月01日

问一道题:NO.PZ201512020300000803 第3小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下:

Based on Exhibit 2, Vasileva should reject the null hypothesis that:

选项:

A.

the slope is less than or equal to 0.15

B.

the intercept is less than or equal to 0

C.

crude oil returns do not explain Amtex share returns.

解释:

C is correct. Crude oil returns explain the Amtex share returns if the slope coefficient is statistically different from zero. The slope coefficient is 0.2354 and is statistically different from zero because the absolute value of the t-statistic of 3.0974 is higher than the critical t-value of 2.032 (two-sided test for n – 2 = 34 degrees of freedom and a 5% significance level):
t-statistic =( 0.2354-0.0000)/0.0760=3.0974
Therefore, Vasileva should reject the null hypothesis that crude oil returns do not explain Amtex share returns because the slope coefficient is statistically different from zero.

请问2.032这个数是查表得来的吗,谢谢老师

1 个答案

星星_品职助教 · 2020年02月03日

同学你好,

恭喜通过一级考试。

2.032是查t表所得,可以参照原版书附录里的表自己做一下练习。