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1.[单选题] 纠错收藏提问移除

The value of the cumulative distribution function F(x), where x is a particular outcome, for a discrete uniform distribution:

A
sums to 1.
B
lies between 0 and 1.
C
decreases as x increases.

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2.[单选题] 纠错收藏提问移除

In a discrete uniform distribution with 20 potential outcomes of integers 1 to 20, the probability that X is greater than or equal to 3 but less than 6, P(3 ≤ X < 6), is:

A
0.1
B
0.15
C
0.2

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3.[单选题] 纠错收藏提问移除

If an analyst expects a portfolio to outperform its benchmark with a 75% success rate in any measurement period, and the portfolio meets that objective in three of four quarters, what is the probability that the realized portfolio performance over the year is at or below this expectation?

A
0.26
B
0.42
C
0.68

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4.[单选题] 纠错收藏提问移除

Which of the following is characteristic of the normal distribution?

A
Asymmetry
B
Kurtosis of 3
C
Definitive limits or boundaries

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5.[单选题] 纠错收藏提问移除

A portfolio has an expected mean return of 8 percent and standard deviation of 14 percent. The probability that its return falls between 8 and 11 percent is closest to:

A
8.30%
B
14.8%.
C
58.3%.

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6.[单选题] 纠错收藏提问移除

Which of the following is a continuous random variable?

A
The value of a futures contract quoted in increments of $0.05
B
The total number of heads recorded in 1 million tosses of a coin
C
The rate of return on a diversified portfolio of stocks over a three-month period

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7.[单选题] 纠错收藏提问移除

Which of the following events can be represented as a Bernoulli trial?

A
The flip of a coin
B
The closing price of a stock
C
The picking of a random integer between 1 and 10

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8.[单选题] 纠错收藏提问移除

The best approach for creating a stratified random sample of a population involves:

A
drawing an equal number of simple random samples from each subpopulation.
B
selecting every kth member of the population until the desired sample size is reached.
C
drawing simple random samples from each subpopulation in sizes proportional to the relative size of each subpopulation.

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9.[单选题] 纠错收藏提问移除

An estimator with an expected value equal to the parameter that it is intended to estimate is described as:

A
efficient.
B
unbiased.
C
consistent.

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10.[单选题] 纠错收藏提问移除

An increase in sample size is most likely to result in a:

A
wider confidence interval.
B
decrease in the standard error of the sample mean.
C
lower likelihood of sampling from more than one population.

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11.[单选题] 纠错收藏提问移除

Which sampling bias is most likely investigated with an out-of-sample test?

A
Look-ahead bias
B
Data-mining bias
C
Sample selection bias

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12.[单选题] 纠错收藏提问移除

In the step “stating a decision rule” in testing a hypothesis, which of the following elements must be specified?

A
Critical value
B
Power of a test
C
Value of a test statistic

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13.[单选题] 纠错收藏提问移除

An analyst is examining a large sample with an unknown population variance. To test the hypothesis that the historical average return on an index is less than or equal to 6%, which of the following is the most appropriate test?

A
One-tailed z-test
B
Two-tailed z-test
C
One-tailed F-test

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14.[单选题] 纠错收藏提问移除

Which of the following statements regarding a one-tailed hypothesis test is correct?

A
The rejection region increases in size as the level of significance becomes smaller.
B
A one-tailed test more strongly reflects the beliefs of the researcher than a two-tailed test.
C
The absolute value of the rejection point is larger than that of a two-tailed test at the same level of significance.

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15.[单选题] 纠错收藏提问移除

A Type II error is best described as:

A
rejecting a true null hypothesis.
B
failing to reject a false null hypothesis.
C
failing to reject a false alternative hypothesis.

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16.[单选题] 纠错收藏提问移除

All else equal, is specifying a smaller significance level in a hypothesis test likely to increase the probability of a:

A
Type I error? No Type II error? No
B
Type I error? No Type II error? Yea
C
Type I error? Yes Type II error? No

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17.[单选题] 纠错收藏提问移除

The probability of correctly rejecting the null hypothesis is the:

A
p-value.
B
power of a test.
C
level of significance.

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18.[单选题] 纠错收藏提问移除

The power of a hypothesis test is:

A
equivalent to the level of significance.
B
the probability of not making a Type II error.
C
unchanged by increasing a small sample size.

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19.[单选题] 纠错收藏提问移除

Which of the following statements is correct with respect to the p-value?

A
It is a less precise measure of test evidence than rejection points.
B
It is the largest level of significance at which the null hypothesis is rejected.
C
It can be compared directly with the level of significance in reaching test conclusions.

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20.[单选题] 纠错收藏提问移除

Which of the following represents a correct statement about the p-value?

A
The p-value offers less precise information than does the rejection points approach.
B
A larger p-value provides stronger evidence in support of the alternative hypothesis.
C
A p-value less than the specified level of significance leads to rejection of the null hypothesis.

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21.[单选题] 纠错收藏提问移除

The following table shows the significance level (α) and the p-value for three hypothesis tests.

The evidence for rejecting H0 is strongest for:

A
Test 1.
B
Test 2.
C
Test 3.

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22.[单选题] 纠错收藏提问移除

Which of the following is not an assumption of technical analysis?

A
Security markets are efficient.
B
The security under analysis is freely traded.
C
Market trends and patterns tend to repeat themselves.

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23.[单选题] 纠错收藏提问移除

Why is technical analysis especially useful in the analysis of commodities and currencies?

A
Valuation models cannot be used to determine fundamental intrinsic value for these securities.
B
Government regulators are more likely to intervene in these markets.
C
These types of securities display clearer trends than equities and bonds do.

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24.[单选题] 纠错收藏提问移除

A downtrend line is constructed by drawing a line connecting:

A
the lows of the price chart.
B
the highs of the price chart.
C
the highest high to the lowest low of the price chart.

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25.[单选题] 纠错收藏提问移除

Exhibit 1 depicts GreatWall Information Industry Co., Ltd., ordinary shares, traded on the Shenzhen Stock Exchange, for late 2008 through late 2009 in renminbi (RMB).

Based on Exhibit 1, the uptrend was most likely broken at a price level nearest to:

A
7 RMB.
B
8.5 RMB.
C
10 RMB.

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26.[单选题] 纠错收藏提问移除

Exhibit 2 depicts Barclays ordinary shares, traded on the London Stock Exchange, for 2009 in British pence.

Based on Exhibit 2, Barclays appears to show resistance at a level nearest to:

A
50p.
B
275p.
C
390p.

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27.[单选题] 纠错收藏提问移除

In an inverted head and shoulders pattern, if the neckline is at €100, the shoulders at €90, and the head at €75, the price target is closest to which of the following?

A
€ 50.00
B
€ 110.00
C
€ 125.00

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28.[单选题] 纠错收藏提问移除

A TRIN with a value of less than 1.0 indicates:

A
the market is in balance.
B
there is more volume in rising shares.
C
there is more volume in declining shares.

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29.[单选题] 纠错收藏提问移除

Bollinger Bands are constructed by plotting:

A
a MACD line and a signal line.
B
a moving-average line with an uptrend line above and downtrend line below.
C
a moving-average line with upper and lower lines that are at a set number of standard deviations apart.

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30.[单选题] 纠错收藏提问移除

Which of the following is a continuation pattern?

A
Triangle.
B
Triple top.
C
Head and shoulders.

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31.[单选题] 纠错收藏提问移除

Nikolai Kondratieff concluded in the 1920s that since the 1780s, Western economies have generally followed a cycle of how many years?

A
18
B
54
C
76

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32.[单选题] 纠错收藏提问移除

A study of hedge fund investors found that their annual household incomes are normally distributed with a mean of $175,000 and a standard deviation of $25,000.The percentage of hedge fund investors that have incomes greater than $150,000 is closest to:

A
34.13%.
B
68.26%.
C
84.13%.

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33.[单选题] 纠错收藏提问移除

For the standard normal distribution, the z-value gives the distance between the mean and a point in terms of:

A
the variance.
B
the standard deviation.
C
the center of the curve.

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34.[单选题] 纠错收藏提问移除

Given a threshold level of return of 4%, use Roy’s safety-first criterion to choose the optimal portfolio. Portfolio:

A
A
B
B
C
C

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35.[单选题] 纠错收藏提问移除

Using hypothesized parameter values and a random number generator to study the behavior of certain asset returns is part of:

A
historical analysis.
B
Monte Carlo simulation.
C
standardizing a random variable.

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36.[单选题] 纠错收藏提问移除

The mean age of all CFA candidates is 28 years. The mean age of a random sample of 100 candidates is found to be 26.5 years. The difference of 1.5 years is called:

A
the random error.
B
the sampling error.
C
the population error.

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37.[单选题] 纠错收藏提问移除

The sample of debt/equity ratios of 25 publicly traded U.S. banks as of fiscal year-end 2003 is an example of:

A
a point estimate.
B
cross-sectional data.
C
a stratified random sample.

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38.[单选题] 纠错收藏提问移除

If n is large and the population standard deviation is unknown, the standard error of the sampling distribution of the sample mean is equal to:

A
the sample standard deviation divided by the sample size.
B
the population standard deviation multiplied by the sample size.
C
the sample standard deviation divided by the square root of the samplesize.

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39.[单选题] 纠错收藏提问移除

Assume that a population has a mean of 14 with a standard deviation of 2. If a random sample of 49 observations is drawn from this population, the standard error of the sample mean is closest to:

A
0.04
B
0.29
C
2

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40.[单选题] 纠错收藏提问移除

The population’s mean is 30 and the mean of a sample of size 100 is 28.5. The variance of the sample is 25. The standard error of the sample mean is closest to:

A
0.05
B
0.25
C
0.5

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答题卡

The value of the cumulative distribution function F(x), where x is a particular outcome, for a discrete uniform distribution:

In a discrete uniform distribution with 20 potential outcomes of integers 1 to 20, the probability that X is greater than or equal to 3 but less than 6, P(3 ≤ X < 6), is:

If an analyst expects a portfolio to outperform its benchmark with a 75% success rate in any measurement period, and the portfolio meets that objective in three of four quarters, what is the probability that the realized portfolio performance over the year is at or below this expectation?

Which of the following is characteristic of the normal distribution?

A portfolio has an expected mean return of 8 percent and standard deviation of 14 percent. The probability that its return falls between 8 and 11 percent is closest to:

Which of the following is a continuous random variable?

Which of the following events can be represented as a Bernoulli trial?

The best approach for creating a stratified random sample of a population involves:

An estimator with an expected value equal to the parameter that it is intended to estimate is described as:

An increase in sample size is most likely to result in a:

Which sampling bias is most likely investigated with an out-of-sample test?

In the step “stating a decision rule” in testing a hypothesis, which of the following elements must be specified?

An analyst is examining a large sample with an unknown population variance. To test the hypothesis that the historical average return on an index is less than or equal to 6%, which of the following is the most appropriate test?

Which of the following statements regarding a one-tailed hypothesis test is correct?

A Type II error is best described as:

All else equal, is specifying a smaller significance level in a hypothesis test likely to increase the probability of a:

The probability of correctly rejecting the null hypothesis is the:

The power of a hypothesis test is:

Which of the following statements is correct with respect to the p-value?

Which of the following represents a correct statement about the p-value?

The following table shows the significance level (α) and the p-value for three hypothesis tests.The evidence for rejecting H0 is strongest for:

Which of the following is not an assumption of technical analysis?

Why is technical analysis especially useful in the analysis of commodities and currencies?

A downtrend line is constructed by drawing a line connecting:

Exhibit 1 depicts GreatWall Information Industry Co., Ltd., ordinary shares, traded on the Shenzhen Stock Exchange, for late 2008 through late 2009 in renminbi (RMB).Based on Exhibit 1, the uptrend was most likely broken at a price level nearest to:

Exhibit 2 depicts Barclays ordinary shares, traded on the London Stock Exchange, for 2009 in British pence.Based on Exhibit 2, Barclays appears to show resistance at a level nearest to:

In an inverted head and shoulders pattern, if the neckline is at €100, the shoulders at €90, and the head at €75, the price target is closest to which of the following?

A TRIN with a value of less than 1.0 indicates:

Bollinger Bands are constructed by plotting:

Which of the following is a continuation pattern?

Nikolai Kondratieff concluded in the 1920s that since the 1780s, Western economies have generally followed a cycle of how many years?

A study of hedge fund investors found that their annual household incomes are normally distributed with a mean of $175,000 and a standard deviation of $25,000.The percentage of hedge fund investors that have incomes greater than $150,000 is closest to:

For the standard normal distribution, the z-value gives the distance between the mean and a point in terms of:

Given a threshold level of return of 4%, use Roy’s safety-first criterion to choose the optimal portfolio. Portfolio:

Using hypothesized parameter values and a random number generator to study the behavior of certain asset returns is part of:

The mean age of all CFA candidates is 28 years. The mean age of a random sample of 100 candidates is found to be 26.5 years. The difference of 1.5 years is called:

The sample of debt/equity ratios of 25 publicly traded U.S. banks as of fiscal year-end 2003 is an example of:

If n is large and the population standard deviation is unknown, the standard error of the sampling distribution of the sample mean is equal to:

Assume that a population has a mean of 14 with a standard deviation of 2. If a random sample of 49 observations is drawn from this population, the standard error of the sample mean is closest to:

The population’s mean is 30 and the mean of a sample of size 100 is 28.5. The variance of the sample is 25. The standard error of the sample mean is closest to:

考试形式介绍

The following table shows the significance level (α) and the p-value for three hypothesis tests.

The evidence for rejecting H0 is strongest for:

Exhibit 1 depicts GreatWall Information Industry Co., Ltd., ordinary shares, traded on the Shenzhen Stock Exchange, for late 2008 through late 2009 in renminbi (RMB).

Based on Exhibit 1, the uptrend was most likely broken at a price level nearest to:

Exhibit 2 depicts Barclays ordinary shares, traded on the London Stock Exchange, for 2009 in British pence.

Based on Exhibit 2, Barclays appears to show resistance at a level nearest to: