2026年最新CFA二级考试数量方法练习试题及答案解析.docxVIP

2026年最新CFA二级考试数量方法练习试题及答案解析

考试时间：______分钟总分：______分姓名：______

试卷内容

1.Ananalystgathersthefollowingdataforaportfolioofassets:

*Meanreturnofportfolio=12%

*Standarddeviationofportfolioreturn=18%

*Probabilityofareturnlessthan0%=0.15

Theportfolioreturnisapproximatelynormallydistributed.Basedonthisinformation,theanalystestimatestheprobabilitythattheportfolioreturnwillbegreaterthan30%isclosestto:

A)0.025

B)0.05

C)0.45

D)0.95

2.Consideraregressionanalysiswherethedependentvariableisth