2007年特许金融分析师(CFA)一级6组MOCK EXAM培训习题

2007年特许金融分析师(CFA)一级6组MOCK EXAM培训习题

MOCK EXAM 23、MOCK EXAM 24、MOCK EXAM 25、MOCK EXAM 26、MOCK EXAM 27、MOCK EXAM 28,含答案

23. Correct answer: C
construct and explain confidence intervals for a normally distributed random variable, and interpret the probability that a normally distributed random variable takes its value inside the constructed confidence interval
Given that sales are normally distributed, the mean is centered in the interval.
Mean = ($230,000 + $480,000) / 2 = $355,000
An interval including 99% of the observations extends three standard deviations either side of the mean. The standard deviation of daily sales = ($355,000 – $230,000) / 3 = $41,667.

24.
Correct answer: D
calculate and interpret the standard error of the sample mean
The standard error of the sample mean is equal to the population standard deviation divided by the square root of the number of observations in the sample: $3,200,000 / √36 = $533,333.

25.
Correct answer: C
define, calculate, and interpret 1) a range and mean absolute deviation, and 2) a sample and a population variance and standard deviation
The arithmetic sum of the deviations around the mean will always equal zero.

26.
Correct answer: D
define, calculate, and interpret the coefficient of variation and the Sharpe ratio
The coefficient of variation is the ratio of the standard deviation of a set of observations to their mean value. This scale-free measure permits direct comparisons of dispersion across different data sets.

27.
Correct answer: C
calculate and interpret the bank discount yield, holding period yield, effective annual yield, and
money market yield for a U.S. Treasury bill; and interpret and convert among holding period yields, money market yields, effective annual yields, and the bond equivalent yields
Money market yield:
($3,600 / $96,400)×360 / 270 = 0.04979, or 4.98%.


 

完整资料收费,付费及获取资料请联系:1603838645@qq.com

发表评论

您的电子邮箱地址不会被公开。