NO.PZ2017092702000083
问题如下:
If the probability that a portfolio outperforms its benchmark in any quarter is 0.75, the probability that the portfolio outperforms its benchmark in three or fewer quarters over the course of a year is closest to:
选项:
A.0.26
B.0.42
C.0.68
解释:
C is correct.
The probability that the performance is at or below the expectation is calculated by finding F(3) = p(3) + p(2) + p(1) + p(0) using the formula:
Therefore
F(3) = p(3) + p(2) + p(1) + p(0)= 0.42 + 0.20 + 0.06 + 0.004= 0.684 or approximately 68 percent.
这道题怎么算的??我完全看不懂。。。。太复杂了