请问有讲解视频吗？

NO.PZ202208220100000510 问题如下 Your seconrouninterview for the Junior Quantitative Analyst position went well, anthe next y, you receive email from the investment firm congratulating you for making it this far. You are one of four remaining cantes from more th100 who appliefor the position. Because the position involves quantitative analysis, you are given assignment to complete within 72 hours. You are provia taset antaskewith creating two logistic regression mols to prewhether ETF will a “winning” fun this, whether the ETF’s monthly return will one stanrviation or more above the memonthly return across all ETFs in the taset, or whether the ETF will “average” funThe variables in the taset are follows:For the first logistic regression, you are asketo use all the inpennt variables, except for the funsize mmy variables (small_funanmeum_fun. For the seconlogistic regression, you are asketo use all the inpennt variables except the funsize continuous variable (net assets). You use a stanrsoftware package (in Python or R) to velop the logistic regression mols. Your results are follows: Baseon the output from with Logistic Regression 1, how will the change in theprobability thETF will a winning funincrease if one of the other inpennt variable values, except for net_assets, is creaseone unit, holngall else constant? A.TTe probability will increase, but not muwith the price-to-earningsincreasing one unit. B.TTe probability will increase more ththe price-to-earnings increasing byone unit. C.TTe probability will not increase. B is correct. In the previous question, the price-to-earnings variable value anhe coefffcient are both positive. increasing the variable value incrementally byone, we are increasing the overall positive value of the series of items in the expfunction. TTerefore, if we are recing the proof a coefffcient value pair thatis negative, we are increasing the overall value of the series of items in the expfunction.TTe next step is to look to see how many negative coefffcient anvalue procts are in the series of items in the exp function, then calculate the coefffcient value proct, ancompare them to the coefffcient value profor theprice-to-earnings variable.Therefore, the portfolio_bon variable increases one unit, it results in a larger increase in profft ththe price-to-earnings variable (0.1113 versus 0.0292), sinits prois larger ththe price-to-earnings proincrease one unit. 为什么不比较protfolio_stock和price_earning。因为在所有的负数系数里， 0.0292的比例占比比较高？