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CFA数量分析考试题分析解答!

2022-01-17 09:51 作者:融跃教育  | 我要投稿

只有备考冲刺阶段才做CFA考试题那你错了,其实在日常的备考中也是要做题的,不要求你做多少,而是在于你能不能将这道考题弄懂,小编给你说说!


An analyst gathered the following information about the return distributions for two portfolios during the same time period:

Portfolio Skewness Kurtosis

A -1.6 1.9

B 0.8 3.2

The analyst states that the distribution for Portfolio A is more peaked than a normal distribution and that the distribution for Portfolio B has a long tail on the left side of the distribution. Which of the following is correct?

A.The analyst's assessment is correct.

B.The analyst's assessment is correct for Portfolio A and incorrect for portfolio B.

C.The analyst's assessment is incorrect for Portfolio A but is correct for portfolio B.

D.The analyst is incorrect in his assessment for both portfolios.

你知道这道考题是那一科目的知识呢?小编告诉你是数量分析中的知识点考题,不知道你需要不需要这样的考题


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