Charon
2022-03-28 21:57Q. A portfolio has an expected mean return of 8% and standard deviation of 14%. The probability that its return falls between 8% and 11% is closest to: 8.5%. 14.8%. 58.3%.
所屬：CFA Level I > Quantitative Methods 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Jessica助教
2022-03-29 09:39
該回答已被題主采納
同學(xué)你好
P(8%≤X≤11%)= P( (8-8)/14≤ (X -μ)/σ ≤(11-8)/14 ) =P( 0 ≤ z ≤ 0.21)
利用累積正態(tài)分布表，N(0.21) = 0.5832，N(0.21) = 0.50
因此，P( 0 ≤ z ≤ 0.21) = 0.5832 - 0.50 = 0.0832 或大約8.3%。所以，選項A是正確的。
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