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Peter · 2020年02月26日

问一道题:NO.PZ2018091701000079 [ CFA II ]

为什么不选C呢?上个同学问的老师解释的没有明白,讲义p131例题的正确选项说的就是”The minimum loss that would be expected to occur....”  

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

星星_品职助教 · 2020年02月26日

同学你好,

”The minimum loss that would be expected to occur....”  说的是“minimum loss”预期会是多少,这个还是min loss的概念,而不是expected loss的概念。后者是损失的均值,不是最小的损失。

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NO.PZ2018091701000079问题如下 FunB ha Vof $10 million 1% for a year. It means: There is a 1% chanof losing $10 million over one year. There is a 1% chanththe minimum loss is $10 million over the year. There is a 99% chanththe expecteloss over the yeis smaller th$10 million. B is correct.考点Unrstanng Value Risk解析Value Risk是minimum loss(1% chance)或maximum loss ( 99% chance),而不是真实的损失或是预期损失,所以AC错。​C×的原因是因为expecteoss是专指对损失做期望么?也就是求loss的均值?

2023-10-27 23:22 1 · 回答

NO.PZ2018091701000079 FunB ha Vof $10 million 1% for a year. It means: There is a 1% chanof losing $10 million over one year. There is a 1% chanththe minimum loss is $10 million over the year. There is a 99% chanththe expecteloss over the yeis smaller th$10 million. B is correct. 考点Unrstanng Value Risk 解析Value Risk是minimum loss(1% chance)或maximum loss ( 99% chance),而不是真实的损失或是预期损失,所以AC错。 请问为什么不选B呢?

2021-10-24 23:04 1 · 回答

There is a 1% chanththe minimum loss is $10 million over the year. There is a 99% chanththe expecteloss over the yeis smaller th$10 million. B is correct. 考点Unrstanng Value Risk 解析Value Risk是minimum loss(1% chance)或maximum loss ( 99% chance),而不是真实的损失或是预期损失,所以AC错。不是应该是最大损失是10么?

2020-11-13 21:41 1 · 回答

    C 才是预期,答案不是应该选择C么,还是说如果B,C都正确的话,选择概率小的那个答案?

2019-06-01 10:45 1 · 回答