求教cfa一级quantitative methods问题!!答案表示看不太懂呀(哭)
1.A stock has an expected mean return of 8 percent and standard deviation of 2 percent. Assuming the return is normally distributed, the probability that the return will fall between 6 and 10 percent is closest to:
A. 50%
B. 68%
C. 90%
选b,过程是怎么出来的呢?答案只表明了和shortfall risk有关
2.At the beginning the stock price is $10. The price movement of the stock follows a one-period binomial process. The upside of the stock price is 1.06 times the original price, and the downside is 0.94 times the original price. If the average ending price after a 5000 independent is 10.2, what is the probability of an up move(p)?
A. 0.11
B. 0.66
C. 0.18
选b,考点是binomial distribution |