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CFA一级考试试题精选及答案

发布时间:2020-09-09 14:49:43 来源:互联网

小编为大家整理好了CFA一级考试试题精选及答案, 备考2020年CFA考试, 不光需要听课和看书,还需要做练习题。 目前正处于2020年CFA考试备考阶段,行动是治愈恐惧的良药,而犹豫拖延将不断滋养恐惧,希望大家都能够马上行动起来,用行动来证明自己。

CFA一级考试模拟题。

Q-3.et X and Y be two random variables representing the annual returns of two different portfolios. If E[X] = 3, E[Y] = 4 and E[XY] = 11, then what is Cov[X, Y]?

A.-1

B.0

C.11

D.12

Solution: A

Q-5.Which type of distribution produces the lowest probability for a variable to exceed a specified extreme value X which is greater than the mean assuming the distributions all have the same mean and variance?

AA leptokurtic distribution with a kurtosis of 4

BA leptokurtic distribution with a kurtosis of 8

CA normal distribution

DA platykurtic distribution

Solution: D

A is incorrect. A leptokurtic distribution has fatter tails than the normal distribution. The kurtosis indicates the level of fatness in the tails, the higher the kurtosis, the fatter the tails. Therefore, the probability of exceeding a specified extreme value will be higher.

B is incorrect. Since answer A. has a lower kurtosis, a distribution with a kurtosis of 8 will necessarily produce a larger probability in the tails.

C is incorrect. By definition, a normal distribution has thinner tails than a leptokurtic distribution and larger tails than a platykurtic distribution.

D is correct. By definition, a platykurtic distribution has thinner tails than both the normal distribution and any leptokurtic distribution. Therefore, for an extreme value X, the lowest probability of exceeding it will be found in the distribution with the thinner tails.


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