问题如下:
A financial analyst is examining whether a stock A from capital market, the stock mean return is 18 percent and the standard deviation of return estimate is 25 percent per year, assuming that a normal distribution describes returns. What is the probability that stock A return will exceed 22 percent?
选项:
A.0.4364
B.0.16
C.0.5636
解释:
A is correct. For X=22%, P{Z>(22%-18%)/25%},P(Z>0.16)=1-N(0.16)=1-0.5636=0.4364, so the stock A return have 43.64% will exceed 22%.
这个小节关于表的题目,都没有给表也不给相应的数值。看到前面提问有说查原版书,我原版书是电子版的,到哪去查表啊。
没表算出来0.16,所以排除后再瞎蒙···