[一級(jí)定量分析] 老師，這道題1，2我不是很懂，剔除負(fù)極值點(diǎn)后，大多數(shù)點(diǎn)應(yīng)該接近正極值，那不應(yīng)該是左偏嗎，為什么是右偏呢

The returns of the stocks over the last year in a large portfolio follow a distribution that is approximately normal. An unethical analyst removes some of the very worst performing stocks and produces reports d on the altered portfolio returns. Which of the following statements about the returns of the altered portfolio is/are correct? I The distribution of returns of the altered portfolio is likely to be positively skewed II The distribution of returns of the altered portfolio is likely to be negatively skewed III The mean return is likely to be lower compared to the original portfolio IV The median return is likely to be higher compared to the original portfolio A. I only is correct B. II and III are correct C. II and IV are correct D. I and IV are correct

2019-09-17 18:27:581回答

[一級(jí)定量分析] 老師這道題為什么不選C呢

2019-09-17 17:48:022回答

[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 剩下60天如何制定復(fù)習(xí)計(jì)劃，求助！

2019-09-17 17:44:061回答

[一級(jí)金融市場與產(chǎn)品] 習(xí)題集P113第54題

請(qǐng)問該題從何處可以看出是long the portfolio我看反了????

2019-09-17 17:12:531回答

[一級(jí)定量分析] 老師，我想知道描述買入看漲期權(quán)收益的正偏圖是怎么樣的

The returns on a long call position cannot be more negative than the premium paid for the option but has unlimited potential positive value so it will also be positively skewed

2019-09-17 17:12:422回答

[一級(jí)定量分析] 老師，這道題能講解一下嗎，考得哪里的知識(shí)點(diǎn)啊

2019-09-17 17:00:261回答

[一級(jí)定量分析] 老師，這道題的AD選項(xiàng)可以詳細(xì)講解一下哪兒錯(cuò)了嗎

Which statement best describes correlations and variances in times of financial crisis? A. There are only marginal changes in correlations and variances in times of crisis and therefore they do not need to be factored into risk management. B. The diversification benefits decrease as correlations increase and therefore your risk level increases. C. The diversification benefits increase as correlations decrease and therefore your risk level decreases. D. VaR estimates using the RiskMetrics approach provide for the effects of increased correlations during periods of crisis and therefore the effects are factored into current positions.

2019-09-17 16:32:361回答

[一級(jí)定量分析] 老師，請(qǐng)問這句話為什么是對(duì)的啊

correlation coefficient can be calculated by scaling the covariance between two random variables 兩個(gè)隨機(jī)變量之間的協(xié)方差不是一定的嗎

2019-09-17 16:04:492回答

[一級(jí)金融市場與產(chǎn)品] 這個(gè)cap and floor 現(xiàn)在還考嗎 感覺蠻模式的

2019-09-17 14:13:151回答

[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 老師，為什么C是對(duì)的，D不對(duì)可以解釋一下嗎？

2019-09-17 07:42:341回答