问题如下:
If a Portfolio's SFR is 1.4 and threshold level's return is supposed to be 2%, what is the probability of return less than 2%?
选项:
A.8.08%.
B.30.20%.
C.9.68%.
解释:
A is correct.
Using the table, we get F( -1.4) is 1 - 0.9192 = 8.08%.
老师您好,在您解释的第三行里“可以等价于z 看了公式F(-z)=1-F(z)和P(Z>z)=1-(Fz),这两个公式和您在第二个问题是从p(z <-1.4)变成F(-1.4) 有什么关联?可以解释下吗?