NO.PZ2018062016000100
问题如下:
A financial analyst is examining whether a stock A from capital market, the stock mean return is 18 percent and the standard deviation of return estimate is 25 percent per year, assuming that a normal distribution describes returns. What is the probability that stock A return will exceed 22 percent?
选项:
A.0.4364
B.0.16
C.0.5636
解释:
A is correct. For X=22%, P{Z>(22%-18%)/25%},P(Z>0.16)=1-N(0.16)=1-0.5636=0.4364, so the stock A return have 43.64% will exceed 22%.
这里0.16,查出来概率是0.5636,代表着小于0.16的概率是0.5636,是往左的阴影,然后因为要算大于,所以要减去这个概率,对麻。