FRMPartIQuantitativeAnalysis2025年统计计算强化卷.docxVIP

FRMPartIQuantitativeAnalysis2025年统计计算强化卷

考试时间：______分钟总分：______分姓名：______

第一部分：定量分析

1.Consideradatasetconsistingofthefollowing6values:5,9,11,13,17,21.

a.Calculatethesamplemean.

b.Calculatethesamplestandarddeviation.

2.IftheprobabilityofeventAoccurringis0.4,theprobabilityofeventBoccurringis0.5,andtheprobabilitythatbotheventsAandBoccuris0.2,whatistheprobabilitythateithereventAoreventBoccurs?

3.Thedailyreturnsofastockareapproximatelynormallydistributedwithameanof0.1%andastandarddeviationof1.0