2025年CFA《数量方法》真题复刻卷.docxVIP

2025年CFA《数量方法》真题复刻卷

考试时间：______分钟总分：______分姓名：______

试卷内容

1.Arandomsampleof30stockswasselectedfromtheSP500index.Themeanannualreturnofthesamplewas12%withastandarddeviationof3%.Whatisthe95%confidenceintervalforthepopulationmeanannualreturnoftheSP500stocks?

2.Theweightsofasampleof50applesarenormallydistributedwithameanof150gramsandastandarddeviationof10grams.Whatistheprobabilitythatarandomlyselectedappleweighsmorethan160grams?

3.Acompanyisconsideringinvestingintwoprojects,AandB.TheexpectedreturnandstandarddeviationofprojectAare15%and5%,respectively.TheexpectedreturnandstandarddeviationofprojectBare10%and3%.ThecorrelationcoefficientbetweenthereturnsofprojectAandprojectBis-0.5.Whichprojecthasahighercoefficientofvariation?

4.Aportfolioconsistsof60%stocksand40%bonds.Theexpectedreturnandstandarddeviationofthestockmarketare12%and20%,respectively.Theexpectedreturnandstandarddeviationofthebondmarketare6%and5%,respectively.Thecorrelationcoefficientbetweenthestockmarketandbondmarketreturnsis0.2.Whatistheexpectedreturnandstandarddeviationoftheportfolio?

5.Aresearcherwantstotestwhetherthemeanheightofmenisgreaterthanthemeanheightofwomen.Asampleof50menand50womenwasselected.Themeanheightofthemenwas175cmwithastandarddeviationof8cm.Themeanheightofthewomenwas165cmwithastandarddeviationof7cm.Conductahypothesistestatthe5%significancelevel.

6.Thefollowingdatarepresentsthemonthlyreturnsoftwostocks,XandY,forthepast6months:

StockX:5%,10%,-2%,8%,3%,7%

StockY:4%,9%,-1%,7%,2%,6%

CalculatethecorrelationcoefficientbetweenthereturnsofstockXandstockY.

7.Acompanyssalesdataforthepast5yearsareasfollows:

Year1:100

Year2:110

Year3:120