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

Dang.D · 2022年05月02日

为啥不选C,我感觉C和A是一个意思。

NO.PZ2018070201000032

问题如下:

The 5% one-day Value at Risk of $2 million can be interpreted by:

选项:

A.

It expects to lose a minimum $2 million in one day with 5% probability.

B.

It expects to lose no more than $2 million in one day with 5% probability.

C.

It expects to lose at least $2 million in one dya with 95% probability.

解释:

A is correct.

The VaR is a minimum extreme loss metric in a time period given the probability.

麻烦老师,虽然我选对了,但是觉得C意思和A也是一样的

1 个答案
已采纳答案

Kiko_品职助教 · 2022年05月05日

嗨,努力学习的PZer你好:


C的意思跟A是相反的。C说的是95%的可能性损失至少2m,应该是5%的可能性损失至少2m。

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

  • 1

    回答
  • 0

    关注
  • 415

    浏览
相关问题

NO.PZ2018070201000032 问题如下 The 5% one-y Value Risk of $2 million cinterpreteby: A.It expects to lose a minimum $2 million in one y with 5% probability. B.It expects to lose no more th$2 million in one y with 5% probability. C.It expects to lose least $2 million in one y with 95% probability. A is correct.The Vis a minimum extreme loss metric in a time periogiven the probability. A “It expects to lose a minimum $2 million in one y with 5% probability”换一种说法的话,可以表述为\"it expects to lose a maximum of $2 million in one y with 95% probability\"吗?

2024-03-17 10:24 4 · 回答

NO.PZ2018070201000032 It expects to lose no more th$2 million in one y with 5% probability. It expects to lose least $2 million in one a with 95% probability. A is correct. The Vis a minimum extreme loss metric in a time periogiven the probability. 问一道题NO.PZ2018070201000032 问题如下 The 5% one-y Value Risk of $2 million cinterpreteby: It expects to lose a minimum $2 million in one y with 5% probability. It expects to lose no more th$2 million in one y with 5% probability. It expects to lose least $2 million in one a with 95% probability. A is correct.

2022-03-04 14:42 1 · 回答

VaR的概念一直有点迷惑。“Ves not tell the maximum loss”,但是这道题还可以被理解为“It expects to lose no more th$2 million in one y with 95% probability.”,此时95%的最大损失不就是2million么?

2021-01-10 11:19 2 · 回答

It expects to lose no more th$2 million in one y with 5% probability. It expects to lose least $2 million in one a with 95% probability. A is correct. The Vis a minimum extreme loss metric in a time periogiven the probability.请问答案A的图怎么画?谢谢

2020-12-10 17:36 1 · 回答