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yukijiang · 2020年05月19日

题目没说是正态分布?问一道题:NO.PZ2017092702000087 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

我看题干没有说portfolio符合正态分布?

1 个答案
已采纳答案

星星_品职助教 · 2020年05月19日

同学你好,

确实题干额外说一下服从正态分布更为严谨。不过这道题都给了标准正态分布表,就是让用正态分布进行计算的。

考试的真题要比这个严谨,不会出现类似问题。

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NO.PZ2017092702000087问题如下A portfolio hexpectemereturn of 8 percent anstanrviation of 14 percent. The probability thits return falls between 8 an11 percent is closest to:A.8.3% B.14.8%.C.58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) - N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent. 1.(11%-8%)/14%是对正态分布标准化的过程,直接套用标注化公式(X-均值)/标准差, 即可。2. 标准化后得到的关键值就是Z值,之后可以通过查表求得对应的概率。比如N(0.5832)3. 题目要求的P(8%<X<11%),我们可以求得P(X<11%)以及P(X<8%),再用前者减去后者 横轴纵轴都什么意思呢

2023-11-05 23:03 1 · 回答

NO.PZ2017092702000087 问题如下 A portfolio hexpectemereturn of 8 percent anstanrviation of 14 percent. The probability thits return falls between 8 an11 percent is closest to: A.8.3% B.14.8%. C.58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) - N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent. 1.(11%-8%)/14%是对正态分布标准化的过程,直接套用标注化公式(X-均值)/标准差, 即可。2. 标准化后得到的关键值就是Z值,之后可以通过查表求得对应的概率。比如N(0.5832)3. 题目要求的P(8%<X<11%),我们可以求得P(X<11%)以及P(X<8%),再用前者减去后者 这是MOLE4 基础视频里第几个视频有知识点讲解?我重新看一遍,谢谢。

2022-12-10 11:24 1 · 回答

14.8%. 58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) – N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent.老师, 请问一下 x≦8的概率具体求法不是应该也标准化吗?那x-8/14应该等于零啊?答案的50%怎样用公式算呢?

2020-03-29 09:12 1 · 回答

这个是啥知识点,以及门将讲解一下这么算的原因吗

2018-11-21 07:26 1 · 回答