开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

rych · 2021年09月19日

什么时候该加权平均？

  1. CFA I
  2. Quantitative

NO.PZ2015120601000008

问题如下：

An analyst developed two scenarios with respect to the recovery of $100,000 principal from defaulted loans:

The amount of the expected recovery is closest to:

选项：

A.

$36,400.

B.

$55,600.

C.

$63,600.

解释：

C is correct.

If Scenario 1 occurs, the expected recovery is 60% ($50,000) + 40% ($30,000) = $42,000, and if Scenario 2 occurs, the expected recovery is 90% ($80,000) + 10%($60,000) = $78,000.

Weighting by the probability of each scenario, the expected recovery is 40%($42,000) + 60%($78,000) = $63,600.

Alternatively, first calculating the probability of each amount occurring, the expected recovery is (40%)(60%)($50,000) + (40%)(40%)($30,000) + (60%)(90%)($80,000) + (60%)(10%)($60,000) = $63,600.

这道题考察加权平均计算均值（expected recovery），权重为概率。

①首先算出scenario 1中的加权平均值为50,000×60%+30,000×40%=42,000；

同理scenario 2中加权平均值为80,000×90%+60,000×10%=78,000.

②然后再将scenario1 &2做加权平均，

42,000×40%+78,000×60%=63,600，选择B选项。


这里搞不太清prob of amount (%)是不是乘以scenario后还是乘以scenario前的数字，如果这里是乘以scenario前的数字。那为什么视频中关于eps 那道题求E(EPS)直接乘以EPS?而没有再乘以probability of recession 25%? 所以视频中there is 25% of probabilty that EPS is $2 and there is 75% of probabilty that EPS is $4 中的25% and 75%代表的是已经乘以recession probability 0.25后的数字吗？还是仅仅代表乘recession probability以前的数字？如果同样如这道题是代表乘以scenario前的数字，为什么 E(EPS)不等于25%*2*25%+75%*4*25%？

添加评论
1 个答案

星星_品职助教 · 2021年09月19日

同学你好，

由于没提到具体是哪个视频，默认是截图中的这道题。以后记得截图或者标明视频具体位置。

这道例题和本题区别在于例题中标明了此时就是recession的情况，相当于100%的概率都是recession，不存在prosperity的可能。

所以直接再recession的框架下进行就算就可以。这就是不需要“乘以scenario前的数字”的原因。

但如果没有例题中的这个限定，“scenario前的概率”就是要考虑的，如本题。

  • 1

    回答

  • 0

    关注

  • 828

    浏览
相关问题

NO.PZ2015120601000008 问题如下 analyst velopetwo scenarios with respeto the recovery of $100,000 principfrom faulteloans: The amount of the expecterecovery is closest to: A.$36,400. B.$55,600. C.$63,600. C is correct.If Scenario 1 occurs, the expecterecovery is 60% ($50,000) + 40% ($30,000) = $42,000, anif Scenario 2 occurs, the expecterecovery is 90% ($80,000) + 10%($60,000) = $78,000. Weighting the probability of eascenario, the expecterecovery is 40%($42,000) + 60%($78,000) = $63,600. Alternatively, first calculating the probability of eaamount occurring, the expecterecovery is (40%)(60%)($50,000) + (40%)(40%)($30,000) + (60%)(90%)($80,000) + (60%)(10%)($60,000) = $63,600.这道题考察加权平均计算均值（expecterecovery），权重为概率。①首先算出scenario 1中的加权平均值为50,000×60%+30,000×40%=42,000；同理scenario 2中加权平均值为80,000×90%+60,000×10%=78,000.②然后再将scenario1 2做加权平均，42,000×40%+78,000×60%=63,600，选择 测试

2024-05-19 16:41 1 · 回答

NO.PZ2015120601000008问题如下analyst velopetwo scenarios with respeto the recovery of $100,000 principfrom faulteloans: The amount of the expecterecovery is closest to: A.$36,400.B.$55,600.C.$63,600. C is correct.If Scenario 1 occurs, the expecterecovery is 60% ($50,000) + 40% ($30,000) = $42,000, anif Scenario 2 occurs, the expecterecovery is 90% ($80,000) + 10%($60,000) = $78,000. Weighting the probability of eascenario, the expecterecovery is 40%($42,000) + 60%($78,000) = $63,600. Alternatively, first calculating the probability of eaamount occurring, the expecterecovery is (40%)(60%)($50,000) + (40%)(40%)($30,000) + (60%)(90%)($80,000) + (60%)(10%)($60,000) = $63,600.这道题考察加权平均计算均值（expecterecovery），权重为概率。①首先算出scenario 1中的加权平均值为50,000×60%+30,000×40%=42,000；同理scenario 2中加权平均值为80,000×90%+60,000×10%=78,000.②然后再将scenario1 2做加权平均，42,000×40%+78,000×60%=63,600，选择 40%*60%*50000+40%*40%*30000+60%*90%*80000+60%*10%*60000 =12000+4800+43200+36000=96000

2022-11-16 21:40 2 · 回答

NO.PZ2015120601000008 问题如下 analyst velopetwo scenarios with respeto the recovery of $100,000 principfrom faulteloans: The amount of the expecterecovery is closest to: A.$36,400. B.$55,600. C.$63,600. C is correct.If Scenario 1 occurs, the expecterecovery is 60% ($50,000) + 40% ($30,000) = $42,000, anif Scenario 2 occurs, the expecterecovery is 90% ($80,000) + 10%($60,000) = $78,000. Weighting the probability of eascenario, the expecterecovery is 40%($42,000) + 60%($78,000) = $63,600. Alternatively, first calculating the probability of eaamount occurring, the expecterecovery is (40%)(60%)($50,000) + (40%)(40%)($30,000) + (60%)(90%)($80,000) + (60%)(10%)($60,000) = $63,600.这道题考察加权平均计算均值（expecterecovery），权重为概率。①首先算出scenario 1中的加权平均值为50,000×60%+30,000×40%=42,000；同理scenario 2中加权平均值为80,000×90%+60,000×10%=78,000.②然后再将scenario1 2做加权平均，42,000×40%+78,000×60%=63,600，选择 100，000给了有什么作用？

2022-09-10 14:03 1 · 回答

NO.PZ2015120601000008问题如下analyst velopetwo scenarios with respeto the recovery of $100,000 principfrom faulteloans: The amount of the expecterecovery is closest to: A.$36,400. B.$55,600. C.$63,600. C is correct.If Scenario 1 occurs, the expecterecovery is 60% ($50,000) + 40% ($30,000) = $42,000, anif Scenario 2 occurs, the expecterecovery is 90% ($80,000) + 10%($60,000) = $78,000. Weighting the probability of eascenario, the expecterecovery is 40%($42,000) + 60%($78,000) = $63,600. Alternatively, first calculating the probability of eaamount occurring, the expecterecovery is (40%)(60%)($50,000) + (40%)(40%)($30,000) + (60%)(90%)($80,000) + (60%)(10%)($60,000) = $63,600.这道题考察加权平均计算均值（expecterecovery），权重为概率。①首先算出scenario 1中的加权平均值为50,000×60%+30,000×40%=42,000；同理scenario 2中加权平均值为80,000×90%+60,000×10%=78,000.②然后再将scenario1 2做加权平均，42,000×40%+78,000×60%=63,600，选择40%*60%*50000+40%*40%*30000+60%*90%*80000+60%*10%*20000但是算出来结果和正确答案不一样我想问下，老师上课讲例题时，算出概率的方法是用前一个条件发生的概率乘以回收金额发生的概率，但是为什么这道题就直接用回收金额乘以给出的发生概率来计算呢？ 是我理解错了吗？

2022-04-10 12:02 1 · 回答