2025年CFA一级考试数量方法真题分享.docxVIP

2025年CFA一级考试数量方法真题分享

考试时间：______分钟总分：______分姓名：______

一、

Givenadatasetwiththefollowingobservations:12,15,22,18,10,14,17,19,23,13.

Calculatethemean,median,variance,andstandarddeviationofthisdataset.

二、

Aninvestmentmanagerclaimsthattheaveragereturnofaparticularstockfundis12%peryear.Arandomsampleof30yearsofreturnsyieldsasamplemeanof11.5%andasamplestandarddeviationof3%.Testthemanagersclaimatthe5%significancelevel.Assumethereturnsarenormallydistributed.

三、

Aportfolioconsistsoftwoassets,AssetAandAssetB.