备考CFA考试学习知识点每日的CFA考试题分享到了!看看你对CFA一级考试中的这些考试题是不是掌握了?今天是两道CFA考试题哦!

1、Using the following sample results drawn as 25 paired observations from their under lying distributions, test whether the mean returns of the two portfolios differ from each other at the 1%level of statistical significance. Assume the underlying distributions of returns for each portfolio are normal and that their population variances are not known.Based on the paired comparisons test of the two portfolios, the most appropriate conclusion is that should be:[ 单选题]

A. accepted because the computed test statistic is less than 2.807.

B. rejected because the computed test statistic exceeds 2.807.

C. accepted because the computed test statistic exceeds 2.807.

答案:B

答案解析:The test statistic is:CFA Level l"Hypothesis Testing. Richard A. DeFusco, Dennis W. McLeavey. Jerald E. Pinto, and David E.Runkle Section 3.3


2、 An analyst does research about Nash Equilibrium.With respect to game theory,which of the following describes the condition that two colluding firms in an oligopoly market are a Nash Equilibrium?

[ 单选题]

A. Neither firm cheats.

B. Only one firm cheats.

C. Both firm cheat.

正确答案:C

答案解析:纳什均衡(Nash Equilibrium )是指寡头企业zui终达到的均衡。市场中,两个寡头企业希望通过勾结来获得行业的大经济利润,但其中一个志头企业可能会违反协议增加产量,以增加其自身的经济利润,而另一个募头企业有可能发生经济亏损,但如果每个企业都违反协议,则zui终会达到一种均衡。

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