2025年CFA二级《Quantitative》练习题.docxVIP

2025年CFA二级《Quantitative》练习题

考试时间：______分钟总分：______分姓名：______

题目：

1.Acontinuousrandomvariable,X,hasaprobabilitydensityfunction(pdf)definedas:

f(x)=(k*x)/(10+x^2),for0≤x≤5

f(x)=0,otherwise

Thevalueofkismostnearly:

A.0.10

B.0.20

C.0.25

D.0.30

2.ThemeanofadiscreterandomvariableXis10,anditsvarianceis25.ThemeanandvarianceoftherandomvariableY=3X-5aremostnearly:

A.Mean=30,Variance=75

B.Mean=30,Variance=25

C.Mean=25,Variance=75

D.Mean=25,Variance=70

3.AnanalystistestingthenullhypothesisH0:μ=50againstthealternativehypothesisH1:μ≠50usingasampleofsize30.Thesamplemeanis52,andthesamplestandarddeviationis8.Assumingthepopulationisnormallydistributed,thecalculatedt-statisticismostnearly:

A.1.25

B.2.00

C.2.50

D.4.00

4.ConsideraregressionanalysiswherethedependentvariableisStockReturnandtheindependentvariableisMarketReturn.Theestimatedregressionequationis:

StockReturn=0.5+1.2*MarketReturn

Thecoefficientofdetermination(R-squared)is0.64.TheproportionofthevariationinStockReturnthatisexplainedbyMarketReturnismostnearly:

A.36%

B.48%

C.64%

D.76%

5.Aportfolioconsistsoftwoassets,AandB,withthefollowingcharacteristics:

AssetA:ExpectedReturn=12%,StandardDeviation=15%

AssetB:ExpectedReturn=8%,StandardDeviation=10%

ThecorrelationcoefficientbetweenAssetAandAssetBis-0.4.Thevarianceoftheportfoliosreturnismostnearly:

A.0.0270

B.0.0334

C.0.0456

D.0.0600

6.Aninvestorexpectsastocktohaveameanreturnof15%withastandarddeviationof30%.Theprobabilitythatthestockreturnswillbelessthan-15%ismostnearly,assumingthereturnsarenormallydistributed:

A.15.87%

B.30.85%

C.43.32%

D.50.00%

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