CFA一級(jí)試題試必不可少的，許多同學(xué)都問小編要CFA一級(jí)模擬題什么的？

備考中是離不開CFA考試題的，它是檢驗(yàn)?zāi)?/span>CFA知識(shí)的方法，不知道你在備考中做的如何呢？和小編一起看看接下來的這道考試題哦！

Which type of distribution produces the lowest probability for a variable to exceed a specified extreme value X which is greater than the mean assuming the distributions all have the same mean and variance?

AA leptokurtic distribution with a kurtosis of 4

BA leptokurtic distribution with a kurtosis of 8

CA normal distribution

DA platykurtic distribution

Solution: D

A is incorrect. A leptokurtic distribution has fatter tails than the normal distribution. The kurtosis indicates the level of fatness in the tails, the higher the kurtosis, the fatter the tails. Therefore, the probability of exceeding a specified extreme value will be higher.

B is incorrect. Since answer A. has a lower kurtosis, a distribution with a kurtosis of 8 will necessarily produce a larger probability in the tails.

C is incorrect. By definition, a normal distribution has thinner tails than a leptokurtic distribution and larger tails than a platykurtic distribution.

D is correct. By definition, a platykurtic distribution has thinner tails than both the normal distribution and any leptokurtic distribution. Therefore, for an extreme value X, the lowest probability of exceeding it will be found in the distribution with the thinner tails.

CFA知識(shí)點(diǎn)的學(xué)習(xí)是幫助學(xué)員更好掌握CFA的基本知識(shí)點(diǎn)，如果學(xué)員還有更多想要學(xué)習(xí)的內(nèi)容，可以在線咨詢。