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🌅 🌅多吉旺珍🌞🌞 · 2020年07月28日

问一道题:NO.PZ2017092702000089 [ CFA I ]

问题如下:

Which of the following is a continuous random variable?

选项:

A.

The value of a futures contract quoted in increments of $0.05

B.

The total number of heads recorded in 1 million tosses of a coin

C.

The rate of return on a diversified portfolio of stocks over a three-month period

解释:

C is correct.

The rate of return is a random variable because the future outcomes are uncertain, and it is continuous because it can take on an unlimited number of outcomes.

c选项该如何理解 为什么是连续随机
1 个答案

星星_品职助教 · 2020年07月28日

同学你好,

如果没有特殊的限制说明,那么return就是最典型的连续型随机变量。因为return的结果可以是任意的数字,即答案解析中描述的“ it can take on an unlimited number of outcomes”

这个思路在二级数量还会用到

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