FRM

FRM练习题：定量分析（1）

备考规划  |  2020-02-17

定量分析这门课在FRM一级考试中的占比是20%，这部分内容作为一门工具性的学科，是为第三门金融市场与产品还有第四门估值与风险模型做基础的，所以也是十分重要的，最近很多考生咨询有没有关于定量分析的练习题，所以小编特向金程研究院老师那申请了关于定量分析的习题分享给大家，希望大家可以持续关注！》》》需要做FRM习题的点我咨询

Q-1.An analyst develops the following probability distribution about the state of the economy and the market.

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: C

Given 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.

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备注：（FRM备考资料包含：1、FRM专用英语词汇 2、FRM一二级专用公式表 3、FRM前导课程4、FRM报名流程指引图 5、FRM电子版资料 6、FRM考纲 7、FRM笔记)

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