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ZAA · 2018年11月21日

问一道题:NO.PZ2017092702000087 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

这个是啥知识点,以及门将讲解一下这么算的原因吗
1 个答案

菲菲_品职助教 · 2018年11月21日

同学你好,题目要求的是P(8≤X≤11)的概率。所以要用P(X≤11)-P(X≤8)的概率得到答案。

这里涉及到对一般正态分布进行标准化的过程,建议同学再去基础班相应地方听一下老师的讲解和例题,遇到类似的题目也就都能理解了。

 

ZAA · 2018年11月22日

这个11和8的值是怎么找到的啊

菲菲_品职助教 · 2018年11月22日

这个就是根据查表得到的吖。先要进行标准化,找到对应的z值,11%对应的Z值是0.21,8%对应的Z值是0,具体过程答案里都有写~然后再去表上面找一下就可以啦~

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NO.PZ2017092702000087问题如下A portfolio hexpectemereturn of 8 percent anstanrviation of 14 percent. The probability thits return falls between 8 an11 percent is closest to:A.8.3% B.14.8%.C.58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) - N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent. 1.(11%-8%)/14%是对正态分布标准化的过程,直接套用标注化公式(X-均值)/标准差, 即可。2. 标准化后得到的关键值就是Z值,之后可以通过查表求得对应的概率。比如N(0.5832)3. 题目要求的P(8%<X<11%),我们可以求得P(X<11%)以及P(X<8%),再用前者减去后者 横轴纵轴都什么意思呢

2023-11-05 23:03 1 · 回答

NO.PZ2017092702000087 问题如下 A portfolio hexpectemereturn of 8 percent anstanrviation of 14 percent. The probability thits return falls between 8 an11 percent is closest to: A.8.3% B.14.8%. C.58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) - N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent. 1.(11%-8%)/14%是对正态分布标准化的过程,直接套用标注化公式(X-均值)/标准差, 即可。2. 标准化后得到的关键值就是Z值,之后可以通过查表求得对应的概率。比如N(0.5832)3. 题目要求的P(8%<X<11%),我们可以求得P(X<11%)以及P(X<8%),再用前者减去后者 这是MOLE4 基础视频里第几个视频有知识点讲解?我重新看一遍,谢谢。

2022-12-10 11:24 1 · 回答

我看题干没有说portfolio符合正态分布?

2020-05-19 09:48 1 · 回答

14.8%. 58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) – N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent.老师, 请问一下 x≦8的概率具体求法不是应该也标准化吗?那x-8/14应该等于零啊?答案的50%怎样用公式算呢?

2020-03-29 09:12 1 · 回答