NO.PZ2017092702000085
问题如下：
Which of the following assets most likely requires the use of a multivariate distribution for modeling returns
选项：
A.A call option on a bond
B.A portfolio of technology stocks
C.A stock in a market index
解释：
B is correct.
Multivariate distributions specify the probabilities for a group of related random variables. A portfolio of technology stocks represents a group of related assets. Accordingly, statistical interrelationships must be considered, resulting in the need to use a multivariate normal distribution.
对于多元分布来说，适用于“a group of random variables”，对于一个组合内有多个资产（变量）的情况比较适用，选B。
什么是多元分布
