备战CFA一级 | 2020-03-24
CFA定量分析就是以数量工具测算投资组合关联性，概率统计，为设定合理理性的投资规划提供技术支撑。在CFA一级二级考试中是考试占比比较大的考试科目，主要是计算方法的考核，记得住公式就肯定可以做对题。Q-1.An analyst develops the following probability distribution about the state of the economy and the market.Initial Probability P(A)
Conditional Probability P(B丨A)
Good economy 60%
Bull market 50%
Normal market 30%
Bear market 20%
Poor economy 40%
Bull market 20%
Normal market 30%
Bear market 50%
Which of the following statements about this probability distribution is least likely accurate?A.The probability of a normal market is 0.30.B.The probability of having a good economy and a bear market is 0.12.C.Given that the economy is good, the chance of a poor economy and a bull market is 0.15.D.Given that the economy is poor, the combined probability of a normal or a bull market is 0.50.Solution: CGiven that the economy is good, the probability of a poor economy and a bull market is zero. The other statements are true. The P(normal market) = (0.60 × 0.30) + (0.40 × 0.30) = 0.30. P(good economy and bear market) = 0.60 × 0.20 = 0.12. Given that the economy is poor, the probability of a normal or bull market = 0.30 + 0.20 = 0.50.》》》