新用戶掃碼下載
掃碼下載APP
及時接收最新考試資訊及
備考信息
"quantity"exercise:Probability Concepts
學習是一個不斷積累的過程，每天學習一點，每天進步一點！為了幫助大家更高效地備考2021年CFA考試，正保會計網校每日為大家上新CFA習題供大家練習。讓網校與您一起高效備考2021年CFA考試，夢想成真！
Questions 1:
If the probability for an event Z is 14% (i.e., P(Z) = 14%), the odds for Z are closest to:
A 、0.163.
B、 0.071.
C、 0.123.
Questions 2:
Assuming no short selling, a diversification benefit is most likely to occur when the correlations among the securities contained in the portfolio are:
A 、greater than +1.
B、 equal to +1.
C、 less than +1.
View answer resolution
【Answer to question 1】A
【analysis】
A is correct. Odds are calculated as P(Z)/[1 – P(Z)]. In this problem, 0.14/0.86 = 0.16279 ~ 0.163.
B is incorrect. It is calculated as the inverse of 14: 1/14 = 0.07143.
C is incorrect. It is calculated as P(Z)/[1 + P(Z)] =0.14/(1 + 0.14) = 0.12281
【Answer to question 2】C
【analysis】
C is correct. As long as security returns are not perfectly positively correlated, diversification benefits are possible.
A is incorrect; correlation cannot be greater than positive one.
B is incorrect; if correlations equal 1, no diversification benefit occurs.
成功=時間+方法，自制力是這個等式的保障。世上無天才，高手都是來自刻苦的練習。而人們經常只看到“牛人”閃耀的成績，其成績背后無比寂寞的勤奮。小編相信，每天都在勤奮練習，即使是一點點的進步，大家一定可以成為人人稱贊的“牛人”。更多CFA考試資訊，點擊了解>
學員討論（0）
推薦閱讀
新用戶掃碼下載
京公網安備 11010802044457號
