问题如下图:
选项:
A.
B.
C.
解释:
C 才是预期,答案不是应该选择C么,还是说如果B,C都正确的话,选择概率小的那个答案?
NO.PZ2018091701000079问题如下 FunB ha Vof $10 million 1% for a year. It means: There is a 1% chanof losing $10 million over one year. There is a 1% chanththe minimum loss is $10 million over the year. There is a 99% chanththe expecteloss over the yeis smaller th$10 million. B is correct.考点Unrstanng Value Risk解析Value Risk是minimum loss(1% chance)或maximum loss ( 99% chance),而不是真实的损失或是预期损失,所以AC错。C×的原因是因为expecteoss是专指对损失做期望么?也就是求loss的均值?
NO.PZ2018091701000079 FunB ha Vof $10 million 1% for a year. It means: There is a 1% chanof losing $10 million over one year. There is a 1% chanththe minimum loss is $10 million over the year. There is a 99% chanththe expecteloss over the yeis smaller th$10 million. B is correct. 考点Unrstanng Value Risk 解析Value Risk是minimum loss(1% chance)或maximum loss ( 99% chance),而不是真实的损失或是预期损失,所以AC错。 请问为什么不选B呢?
There is a 1% chanththe minimum loss is $10 million over the year. There is a 99% chanththe expecteloss over the yeis smaller th$10 million. B is correct. 考点Unrstanng Value Risk 解析Value Risk是minimum loss(1% chance)或maximum loss ( 99% chance),而不是真实的损失或是预期损失,所以AC错。不是应该是最大损失是10么?
为什么不选C呢?上个同学问的老师的没有明白,讲义p131例题的正确说的就是”The minimum loss thwoulexpecteto occur....”