2025年CFA《数量分析》模拟题.docxVIP

2025年CFA《数量分析》模拟题

考试时间：______分钟总分：______分姓名：______

1.ArandomvariableXhasameanof50andavarianceof16.Whatistheexpectedvalueoftherandomvariable3X-10?

(A)140

(B)130

(C)140

(D)130

2.WhichofthefollowingstatementsaboutthenormaldistributionisCORRECT?

(A)Itissymmetricarounditsmedian.

(B)Itsskewnessisnegative.

(C)Themean,median,andmodeareallequal.

(D)Itisdefinedbyitsmeanandvarianceonly.

3.Consideradatasetwith30observations.Thesamplemeaniscalculatedas25,andthesamplestandarddeviationis5.Whatisthe95%confidenceintervalforthepopulationmean,assumingthedataisnormallydistributed?

(A)[24.11,25.89]

(B)[23.53,26.47]

(C)[24.40,25.60]

(D)[22.76,27.24]

4.Aresearcheristestingthenullhypothesisthatthemeanreturnofastockiszero.Thealternativehypothesisisthatthemeanreturnisgreaterthanzero.Ifthep-valueofthetestis0.15,whatistheappropriateconclusionatthe5%significancelevel?

(A)Rejectthenullhypothesis.

(B)Failtorejectthenullhypothesis.

(C)Theconclusiondependsonthesamplesize.

(D)Theconclusiondependsonthedirectionofthesamplemean.

5.Whichofthefollowingisacharacteristicofagoodestimator?

(A)Consistency

(B)Bias

(C)Varianceonly

(D)Skewness

6.Inasimplelinearregressionanalysis,theleastsquaresestimateoftheslope(beta)iscalculated.Whichofthefollowingconditionsisnecessaryfortheleastsquaresestimatestobethebestlinearunbiasedestimators(BLUE)?

(A)Theerrortermsarenormallydistributed.

(B)Theerrortermshaveconstantvariance.

(C)Theindependentvariableisuncorrelatedwiththeerrorterm.

(D)Theindependentvariableisnormallydistributed.

7.Astocksreturnsforfiveperiodsareasfollows:10%,-5%,8%,12%,-2%.Thearithmeticmeanreturnis:

(A)5.0%

(B)6.0%