8002 無料問題集「PRMIA PRM Certification - Exam II: Mathematical Foundations of Risk Measurement」
Which of the following statements about skewness of an empirical probability distribution are correct?
1.When sampling returns from a time series of asset prices, discretely compounded returns exhibit higher skewness than continuously compounded returns
2.When the mean is significantly less than the median, this is an indication of negative skewness
3.Skewness is a sign of asymmetry in the dispersion of the data
1.When sampling returns from a time series of asset prices, discretely compounded returns exhibit higher skewness than continuously compounded returns
2.When the mean is significantly less than the median, this is an indication of negative skewness
3.Skewness is a sign of asymmetry in the dispersion of the data
正解：D
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Your stockbroker randomly recommends stocks to his clients from a tip sheet he is given each day. Today, his tip sheet has 3 common stocks and 5 preferred stocks from Asian companies and 3 common stocks and 5 preferred stocks from European companies. What is the probability that he will recommend a common stock AND/OR a European stock to you when you call and ask for one stock to buy today?
正解：D
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