问题如下图：
选项：
A. 
B. 
C. 
解释：
B,C两个选项为什么错误， 麻烦解答！ 谢谢
星星_品职助教 · 2019年09月13日
同学你好，
B选项考察的是正态分布下置信区间的知识点，题干中已说了stock的收益率服从正态分布，那么根据上课讲的内容，return是有99%的可能分布在均值周围2.58倍标准差范围内的，而并不是2倍标准差。2倍标准差的范围内的对应概率在95%左右（因为1.96对应95%）。这几组对应关系非常重要，需要牢记，如果对于置信区间不了解，可以去再听下正态分布那一章中的对应内容。
C选项的和A选项的考点其实是一致的，都是一般的正态分布转化为标准正态分布的标准化过程，X≤3%的概率其实就等价于Z≤(3%-2%)/5%,即对应的Z-score为0.2，并非0.25.标准化的知识也需要多过几遍的，因为这部分本身就是出题重点，此外在后续章节还有应用。
加油
NO.PZ2017092702000100问题如下 analyst velops the following capitmarket projections.Assuming the returns of the asset classes are scribenormstributions, whiof the following statements is correct?A.Bon have a higher probability of a negative return thstocks.B.On average, 99% of storeturns will fall within two stanrviations of the mean.C.The probability of a bonreturn less thor equto 3% is termineusing a Z-score of 0.25.A is correct.The chanof a negative return falls in the area to the left of 0% unr a stanrnormcurve. stanrzing the returns anstanrviations of the two assets, the likelihooof either asset experiencing a negative return mtermine Z-score (stanrzevalue) = (X – μ)/σ Z-score for a bonreturn of 0% = (0 – 2)/5 = –0.40. Z-score for a storeturn of 0% = (0 – 10)/15 = –0.67. For bon, a 0% return falls 0.40 stanrviations below the mereturn of 2%. In contrast, for stocks, a 0% return falls 0.67 stanrviations below the mereturn of 10%. A stanrviation of 0.40 is less tha stanrviation of 0.67. Negative returns thus occupy more of the left tail of the bonstribution ththe stostribution. Thus, bon are more likely thstocks to experiena negative return.A可以用 标准差/平均 来比较吗C要怎么算呢
NO.PZ2017092702000100问题如下analyst velops the following capitmarket projections.Assuming the returns of the asset classes are scribenormstributions, whiof the following statements is correct?A.Bon have a higher probability of a negative return thstocks.B.On average, 99% of storeturns will fall within two stanrviations of the mean.C.The probability of a bonreturn less thor equto 3% is termineusing a Z-score of 0.25.A is correct.The chanof a negative return falls in the area to the left of 0% unr a stanrnormcurve. stanrzing the returns anstanrviations of the two assets, the likelihooof either asset experiencing a negative return mtermine Z-score (stanrzevalue) = (X – μ)/σ Z-score for a bonreturn of 0% = (0 – 2)/5 = –0.40. Z-score for a storeturn of 0% = (0 – 10)/15 = –0.67. For bon, a 0% return falls 0.40 stanrviations below the mereturn of 2%. In contrast, for stocks, a 0% return falls 0.67 stanrviations below the mereturn of 10%. A stanrviation of 0.40 is less tha stanrviation of 0.67. Negative returns thus occupy more of the left tail of the bonstribution ththe stostribution. Thus, bon are more likely thstocks to experiena negative return.老师请问A要怎么计算
NO.PZ2017092702000100问题如下analyst velops the following capitmarket projections.Assuming the returns of the asset classes are scribenormstributions, whiof the following statements is correct?A.Bon have a higher probability of a negative return thstocks.B.On average, 99% of storeturns will fall within two stanrviations of the mean.C.The probability of a bonreturn less thor equto 3% is termineusing a Z-score of 0.25.A is correct.The chanof a negative return falls in the area to the left of 0% unr a stanrnormcurve. stanrzing the returns anstanrviations of the two assets, the likelihooof either asset experiencing a negative return mtermine Z-score (stanrzevalue) = (X – μ)/σ Z-score for a bonreturn of 0% = (0 – 2)/5 = –0.40. Z-score for a storeturn of 0% = (0 – 10)/15 = –0.67. For bon, a 0% return falls 0.40 stanrviations below the mereturn of 2%. In contrast, for stocks, a 0% return falls 0.67 stanrviations below the mereturn of 10%. A stanrviation of 0.40 is less tha stanrviation of 0.67. Negative returns thus occupy more of the left tail of the bonstribution ththe stostribution. Thus, bon are more likely thstocks to experiena negative return.可以把B答案翻译一下吗？
NO.PZ2017092702000100问题如下 analyst velops the following capitmarket projections.Assuming the returns of the asset classes are scribenormstributions, whiof the following statements is correct?A.Bon have a higher probability of a negative return thstocks.B.On average, 99% of storeturns will fall within two stanrviations of the mean.C.The probability of a bonreturn less thor equto 3% is termineusing a Z-score of 0.25.A is correct.The chanof a negative return falls in the area to the left of 0% unr a stanrnormcurve. stanrzing the returns anstanrviations of the two assets, the likelihooof either asset experiencing a negative return mtermine Z-score (stanrzevalue) = (X – μ)/σ Z-score for a bonreturn of 0% = (0 – 2)/5 = –0.40. Z-score for a storeturn of 0% = (0 – 10)/15 = –0.67. For bon, a 0% return falls 0.40 stanrviations below the mereturn of 2%. In contrast, for stocks, a 0% return falls 0.67 stanrviations below the mereturn of 10%. A stanrviation of 0.40 is less tha stanrviation of 0.67. Negative returns thus occupy more of the left tail of the bonstribution ththe stostribution. Thus, bon are more likely thstocks to experiena negative return.同上，英文版的不太看得懂
NO.PZ2017092702000100 老师这题是不是因为已知了正态分布，所以不用标准化，得出来的概率就可以直接比较大小？