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snow666_6 · 2021年02月05日

问一道题：NO.PZ2017092702000044 [ CFA I ]

  1. CFA I
  2. Quantitative

问题如下：

The following is a frequency polygon of monthly exchange rate changes in the US dollar/Japanese yen spot exchange rate from January 2010 to December 2013. A positive change represents yen appreciation (the yen buys more dollars), and a negative change represents yen depreciation (the yen buys fewer dollars)

Based on the chart, yen appreciation:

选项：

A.

occurred more than 50% of the time.

B.

was less frequent than yen depreciation.

C.

in the 0.0 to 2.0 interval occurred 20% of the time.

解释：

A is correct.

Twenty observations lie in the interval "0.0 to 2.0," and six observations lie in the 2.0 to 4.0 interval. Together, they represent 26/48, or 54.17% of all observations, which is more than 50%.

b选项的题目是什么意思？
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1 个答案

星星_品职助教 · 2021年02月05日

同学你好，

B选项：“Based on the chart, yen appreciation was less frequent than yen depreciation”说的是yen的升值的次数不如yen贬值的次数频繁，即日元贬值的次数更多。

题干图表纵轴是发生的频次（Frequency）。横轴是return的中位数。比如最右的横坐标是3.0%，就说明对应的区间是2%-4%的。同理，1.0%的横坐标对应的区间是0%-2%。

题干中说明positive change代表日元升值。positive change就是return大于0%的情况，即右边的两段。对应着从0%到4%。其中1.0%的那段对应纵轴频率是20，即发生了20次；3%那段对应的频率是6。所以positive change（日元升值）发生次数是20+6=26次。

同样的思路可以得到negative change（日元贬值）发生次数是22次。也可以通过January 2010到December 2013一共是48个月（一共发生了48次）来得出negative change的发生次数是48-26=22次。

所以日元的升值次数（26次）＞日元贬值次数（22次），B选项描述错误。

同时也可以把A选项选出来，日元升值的次数占总次数的比例为26/48=54.17%，超过了50%，A选项描述正确。

 

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NO.PZ2017092702000044 No.PZ2017092702000044

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