Q1. The farthest point on the left side of the lognormal distribution: A) is skewed to the left. B) is bounded by 0. C) can be any negative number.
Q2. Which of the following statements regarding the distribution of returns used for asset pricing models is most accurate? A) Lognormal distribution returns are used for asset pricing models because they will not result in an asset return of less than -100%. B) Normal distribution returns are used for asset pricing models because they will only allow the asset price to fall to zero. C) Lognormal distribution returns are used because this will allow for negative returns on the assets.
Q3. If a random variable x is lognormally distributed then ln x is: A) normally distributed B) abnormally distributed. C) defined as ex.
Q4. If random variable Y follows a lognormal distribution then the natural log of Y must be: A) normally distributed. B) denoted as ex. C) lognormally distributed.
Q5. Given Y is lognormally distributed, then ln Y is: A) normally distributed. B) a lognormal distribution. C) the antilog of Y.
| 
发表于 2009-1-9 10:42
| 
