CFA考试一级章节练习题精选0329-58(附详解).pdfVIP

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CFA考试一级章节练习题精选0329-58（附详解）

1、AnanalystdoesresearchaboutbankdiscountyieldandgathersthefollowinginformationaboutaU.STreasurybill:

ThepresentvalueoftheU.STreasurybillisclosestto:【单选题】

A.$99324

B.$99432

C.$99439

正确答案:B

答案解析:假设该国库券的价格为P，则[(100000-p)/100000]×360/330=0.62%，得出P=99432。

2、Independentsamplesdrawnfromnormallydistributedpopulationsexhibitthefollowingcharacteristics:

Assumingthatthevariancesoftheunderlyingpopulationsareequal,thepooledestimateofthesamplevarianceis2,678.05.Thet-teststatisticappropriate

totestthehypothesisthatthetwopopulationmeansareequalisclosestto:【单选题】

A.0.29.

B.0.94.

C.1.90.

1

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CFA考试一级章节练习题精选0329-58(附详解)--第2页

正确答案:B

答案解析:“HypothesisTesting,”RichardA.DeFusco,DennisW.McLeavey,JeraldE.Pinto,andDavidE.Runkle

2012ModularLevelI,Vol.1,pp.608–612

StudySession3-11-g

Identifytheappropriateteststatisticandinterprettheresultsforahypothesistestconcerningtheequalityofthepopulationmeansoftwoatleast

approximatelynormallydistributedpopulations,basedonindependentrandomsampleswith(1)equalor(2)unequalassumedvariances.

Biscorrect.Thetstatisticforthegiveninformation(normalpopulations,variancesassumedequal)iscalculatedas:

3、Asampleof25observationshasameanof8andastandarddeviationof15.Thestandarderrorofthesamplemeanisclosestto:【单选题】

A.1.60.

B.3.00.

C.3.06.

正确答案:B

答案解析:Thestandarderrorofthesamplemean,whenthesamplestandarddeviationisknown,is:

=3.00.

CFALevelI

Section3.1

4、Aninvestorcurrentlyhasaportfoliovaluedat$700,000.Theinvestor’sobjectiveislong