NO.PZ2020033001000068
问题如下：
An unexpected short-term increase in high-priced luxury automobiles is just reported by the Bureau of Labor Statistics. Which of the following most accurately describes an anticipated impact on a mean-reverting model of interest rates?
选项：
A.The economic information would last long and mean-reversion parameter would be low.
B.The economic information would not last long and mean-reversion parameter would be low.
C.The economic information would last long and mean-reversion parameter would be high.
D.The economic information would not last long and mean-reversion parameter would be high.
解释：
D is correct.
考点：mean-reversion
解析：
题目中提到了这个变化是short-term，预计短期就会恢复到均值水平。同样的变化，回归到均值的时间越短，必然这个回归均值的速度的值就很大，即high mean-reversion parameter.
麻烦从头到尾解析一遍，谢谢
