在学习CFA考试中你可以发现需要学习10个科目的知识,不知道你2020年CFA数量分析学习的怎么样呢?今天融跃老师为各位准备了一道考题!看看你会不会呢?
A group of investors wants to be sure to always earn at least a 5% rate of return on their investments. They are looking at an investment that has a normally distributed probability distribution with an expected rate of return of 10% and a standard deviation of 5%. The probability of meeting or exceeding the investors' desired return in any given year is closest to:___
期望值减去1倍标准差刚好就是要求的收益率5%,达到或超过5%的概率就是收益率超过期望值减去1倍标准差的概率。正态分布,收益率介于期望值减去1倍标准差到期望值加上1倍标准差的这个区间的概率是68%,再加上右边尾巴的面积(1-68%)/2=16%,期望值减去1倍标准差右边的面积(概率)就是68%+16%=84%。
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