王同學(xué)
2018-10-24 20:53還有這個題目,如果他的believes后面給出的僅僅只是一個置信區(qū)間,那么145頁那道題目就不應(yīng)該選擇ACCEPT. 這幾個題目長得都一樣,但是答案選擇不一樣,煩請老師釋疑. Based upon 60 monthly returns, you estimate an actively managed portfolio alpha of 1.28% and a standard error of alpha of 0.1365%. The portfolio manager wants to get due credit for producing positive alpha and believes that the probability of observing such a large alpha by chance is only 1%. Calculate the t-statistic, and state whether you would accept or reject the claim made by the portfolio manager based on the estimated t-value. A t-statistic: 9.377; Conclusion: Accept B t-statistic: 9.377; Conclusion: Reject
所屬：FRM Part II 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Crystal助教
2018-10-25 10:27
該回答已被題主采納
同學(xué)你好，這個不是長得一樣，他的數(shù)字還是不一樣的。
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