题目内容

假设资产组合初始投资额100万元，预期一年该资产投资收益率服从均值为5%、标准差为1%的正态分布，那么在 95%置信水平下，该资产组合一年均值VaR为()万元。 (标准正态分布95%置信水平下的临界值为96。)

A. 3.92
B. 1.96
C. -3.92
D. -1.96

查看答案

搜索结果不匹配？点我反馈

更多问题

听力原文：M: Uh, where am I？ Hum...
W: Excuse me. Do you need any help？
M: I...I'm just looking...well, I want to go to the Science Museum, but I've been lost for the past hour.
W: Ah, just press this button. And from here, it's a dollar fifty.
M: OK.
W: Then, get on the train at platform. No. 4.
M: Alright. Oh, and how often do the trains come around this time of day？
W: Usually, they come about every six minutes.
M: And where do I get off the train？
W: Get off at State Street Station, three stops from here.
M: I got it now. Thanks for your help.
W: No problem. Good luck.
(17)

A. To the Science Museum.
B. To the Natural History Museum.
C. To the Art Museum.
D. To the Chemistry Museum.

查看答案

The column mentioned by Dr. Whittaker ______.

A. was part of the building close to the World Trade Center
B. was part of the World Trade Center
C. was shot through the window and the floor of the World Trade Center
D. damaged many buildings in the vicin!ty of the World Trade Center

查看答案

土地估价是为交易双方进行土地交易提供价值参考。()

A. 正确
B. 错误

查看答案

采用市场比较法评估宗地价格时，比准案例应处于同一供需圈，也就是“区域因素”所描述的范围。()

A. 正确
B. 错误

查看答案

假设资产组合初始投资额100万元，预期一年该资产投资收益率服从均值为5%、标准差为1%的正态分布，那么在 95%置信水平下，该资产组合一年均值VaR为()万元。 (标准正态分布95%置信水平下的临界值为96。)

A. 3.92 B. 1.96 C. -3.92 D. -1.96

The column mentioned by Dr. Whittaker ______.

土地估价是为交易双方进行土地交易提供价值参考。()

采用市场比较法评估宗地价格时，比准案例应处于同一供需圈，也就是“区域因素”所描述的范围。()

A. 3.92
B. 1.96
C. -3.92
D. -1.96