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CFA數(shù)量分析考試題分析解答!

2022-01-17 09:51 作者:融躍教育  | 我要投稿

只有備考沖刺階段才做CFA考試題那你錯(cuò)了,其實(shí)在日常的備考中也是要做題的,不要求你做多少,而是在于你能不能將這道考題弄懂,小編給你說(shuō)說(shuō)!


An analyst gathered the following information about the return distributions for two portfolios during the same time period:

Portfolio Skewness Kurtosis

A -1.6 1.9

B 0.8 3.2

The analyst states that the distribution for Portfolio A is more peaked than a normal distribution and that the distribution for Portfolio B has a long tail on the left side of the distribution. Which of the following is correct?

A.The analyst's assessment is correct.

B.The analyst's assessment is correct for Portfolio A and incorrect for portfolio B.

C.The analyst's assessment is incorrect for Portfolio A but is correct for portfolio B.

D.The analyst is incorrect in his assessment for both portfolios.

你知道這道考題是那一科目的知識(shí)呢?小編告訴你是數(shù)量分析中的知識(shí)點(diǎn)考題,不知道你需要不需要這樣的考題


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