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然宝麻麻 · 2019年03月29日

问一道题:NO.PZ2015120604000073 [ 2019.06 CFA I ]

问题如下图:

这题是什么意思?

ABC三个答案的比都是怎么算的?

选项:

A.

B.

C.

解释:

1 个答案

菲菲_品职助教 · 2019年03月30日

同学你好,

这张表的意思是,第一二列是今日bond market的三种业绩表现的概率,而第三四列就是在今天业绩表现的条件下第二天bond market的三种业绩表现的概率。相当于最后一列其实都是条件概率。

以第一行为例,今日bond market的业绩表现good的概率为0.4,在今日业绩表现good的条件下第二天业绩表现也是good的概率为0.7。以此类推。

这一点理解之后,答案也就显而易见啦。

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