10．A fundamental analyst studying 100 potential companies for inclusion in her stock portfolio uses the following three screening criteria: Screening Criterion | Number of Companies Meeting the Screen | Market-to-Book Ratio > 4 | 20 | Current Ratio >2 | 40 | Return on Equity >10% | 25 |
Assuming that the screening criterions are independent, the probability that a given company will meet all three screening criterions is closest to:
Select exactly 1 answers from the following:
A. 2.0% B. 8.5%. C. 20.0%. D. 85.0%.
答案和详解如下！
Feedback: Correct answer: A Quantitative Methods for Investment Analysis, 2nd edition, Richard A. Defusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkel (CFA Institute, 2004), pp. 190-191 2006 Modular Level I, Vol. I, pp. 352-353 Study Session 2-9-j calculate a joint probability of any number of independent events
The joint probability of all three independent criterion: .2 x .4 x .25 = 0.02 or 2% of the 100 companies
| 
发表于 2006-11-22 10:35
| 