问题如下:
During the 2008-2017 period,totaling 120 mean monthly returns and standard deviation of returns on the S&P 500 index were 1.5% and 6% respectively.Based on Chebyshev’s inequality, the minimum number of the 120 monthly returns that fall into the range of -10.5% to 13.5% is closet to:
选项:
A.45.
B.60.
C.90.
解释:
C is correct.
1.5%-k*6%=-10.5%
1.5%+k*6%=13.5%
k=2
120*(1-1/22)=90
还是不懂为什么乘以6%标准差,可以理解(μ-k,μ+k)≥1-1/k²的范围,但是为什么要乘以6%呀...讲义和视频都没讲到的样子。。。。