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

kusogg · 2018年11月08日

问一道题:NO.PZ2017092702000082 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

题目不是问的未来5年获得benchmark 4倍及以上收益的可能性么?

1 个答案

菲菲_品职助教 · 2018年11月08日

同学你好,不是获得benchmark 4倍及以上收益,而是在未来的五年内四年或者五年业绩超过benchmark的概率。

  • 1

    回答
  • 0

    关注
  • 428

    浏览
相关问题

NO.PZ2017092702000082 问题如下 A portfolio manager annually outperforms her benchmark 60% of the time. Assuming inpennt annutrials, whis the probability thshe will outperform her benchmark four or more times over the next five years? A.0.26 B.0.34 C.0.48 B is correct.To calculate the probability of 4 years of outperformance, use the formulp(x)=P(X=x)=(nx)px(1−p)n−xp{(x)}=P{(X=x)}={(\begin{array}{c}n\\x\enarray})}p^x{(1-p)}^{n-x}p(x)=P(X=x)=(nx​)px(1−p)n−x Using this formula to calculate the probability in 4 of 5 years, n = 5, x = 4 anp = 0.60. Therefore, p(4)=5!(5−4)!4!0.64(1−0.6)5−4=(120/24)(0.1296)(0.40)=0.2592p{(4)}=\frac{5!}{{(5-4)}!4!}0.6^4{(1-0.6)}^{5-4}={(120/24)}{(0.1296)}{(0.40)}=0.2592p(4)=(5−4)!4!5!​0.64(1−0.6)5−4=(120/24)(0.1296)(0.40)=0.2592p(5)=5!(5−4)!5!0.65(1−0.6)5−5=(120/120)(0.0778)(1)=0.0778p{(5)}=\frac{5!}{{(5-4)}!5!}0.6^5{(1-0.6)}^{5-5}={(120/120)}{(0.0778)}{(1)}=0.0778p(5)=(5−4)!5!5!​0.65(1−0.6)5−5=(120/120)(0.0778)(1)=0.0778The probability of outperforming 4 or more times is p(4) + p(5) = 0.2592 + 0.0778 = 0.3370 计算outperform四次的公式如下5C4*0.6^4为什么不是后面乘以5C1(1-0.6),而是只乘以1(1-0.6)

2023-08-16 02:49 1 · 回答

NO.PZ2017092702000082问题如下 A portfolio manager annually outperforms her benchmark 60% of the time. Assuming inpennt annutrials, whis the probability thshe will outperform her benchmark four or more times over the next five years?A.0.26B.0.34C.0.48B is correct.To calculate the probability of 4 years of outperformance, use the formulp(x)=P(X=x)=(nx)px(1−p)n−xp{(x)}=P{(X=x)}={(\begin{array}{c}n\\x\enarray})}p^x{(1-p)}^{n-x}p(x)=P(X=x)=(nx​)px(1−p)n−x Using this formula to calculate the probability in 4 of 5 years, n = 5, x = 4 anp = 0.60. Therefore, p(4)=5!(5−4)!4!0.64(1−0.6)5−4=(120/24)(0.1296)(0.40)=0.2592p{(4)}=\frac{5!}{{(5-4)}!4!}0.6^4{(1-0.6)}^{5-4}={(120/24)}{(0.1296)}{(0.40)}=0.2592p(4)=(5−4)!4!5!​0.64(1−0.6)5−4=(120/24)(0.1296)(0.40)=0.2592p(5)=5!(5−4)!5!0.65(1−0.6)5−5=(120/120)(0.0778)(1)=0.0778p{(5)}=\frac{5!}{{(5-4)}!5!}0.6^5{(1-0.6)}^{5-5}={(120/120)}{(0.0778)}{(1)}=0.0778p(5)=(5−4)!5!5!​0.65(1−0.6)5−5=(120/120)(0.0778)(1)=0.0778The probability of outperforming 4 or more times is p(4) + p(5) = 0.2592 + 0.0778 = 0.3370这道题计算没有错误么 第一步得出来是0.5184呀C54是10*0.6^4*0.4=0.5184

2023-04-19 19:19 1 · 回答

NO.PZ2017092702000082 问题如下 A portfolio manager annually outperforms her benchmark 60% of the time. Assuming inpennt annutrials, whis the probability thshe will outperform her benchmark four or more times over the next five years? A.0.26 B.0.34 C.0.48 B is correct.To calculate the probability of 4 years of outperformance, use the formulp(x)=P(X=x)=(nx)px(1−p)n−xp{(x)}=P{(X=x)}={(\begin{array}{c}n\\x\enarray})}p^x{(1-p)}^{n-x}p(x)=P(X=x)=(nx​)px(1−p)n−x Using this formula to calculate the probability in 4 of 5 years, n = 5, x = 4 anp = 0.60. Therefore, p(4)=5!(5−4)!4!0.64(1−0.6)5−4=(120/24)(0.1296)(0.40)=0.2592p{(4)}=\frac{5!}{{(5-4)}!4!}0.6^4{(1-0.6)}^{5-4}={(120/24)}{(0.1296)}{(0.40)}=0.2592p(4)=(5−4)!4!5!​0.64(1−0.6)5−4=(120/24)(0.1296)(0.40)=0.2592p(5)=5!(5−4)!5!0.65(1−0.6)5−5=(120/120)(0.0778)(1)=0.0778p{(5)}=\frac{5!}{{(5-4)}!5!}0.6^5{(1-0.6)}^{5-5}={(120/120)}{(0.0778)}{(1)}=0.0778p(5)=(5−4)!5!5!​0.65(1−0.6)5−5=(120/120)(0.0778)(1)=0.0778The probability of outperforming 4 or more times is p(4) + p(5) = 0.2592 + 0.0778 = 0.3370 求问公式里的( n x ​ )在答案里是怎么体现出来的啊?

2022-07-19 07:25 1 · 回答

老师您好,看不太懂答案,可以一下具体解题步骤和计算器步骤吗?

2020-05-17 15:54 1 · 回答

不懂公式,尤其是感叹号那块儿,求讲解,以及如何一步一步的按计算器,以及困扰了两天了。谢谢!

2019-12-25 00:09 2 · 回答