"quantity"exercise: Expected value

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來源: 正保會計網(wǎng)校編輯：小鞠橘桔 2020/11/10 14:14:44　字體：大小

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Questions 1:

The variance of returns of Asset A is 625. The variance of returns of Asset B is 1,225. The covariance of returns between Asset A and Asset B is 600. The correlation of returns between Asset A and Asset B is closest to:

A 、0.29.

B、 0.69.

C、 0.47.

Questions 2:

Survivorship bias is most likely an example of which bias?

A 、Sample selection

B、 Data mining

C、 Look-ahead

View answer resolution

【Answer to question 1】B

【analysis】

quantity exercise: Expected value

【Answer to question 2】A

【analysis】

A is correct. Sample selection bias often results when a lack of data availability leads to certain data being excluded from the analysis. Survivorship bias is an example of sample selection bias.

B is incorrect. Data mining bias relates to the overuse of the same or related data, i.e., searching for pattern. And survivorship bias is not an example of data mining bias.

C is incorrect. Look-ahead bias exists if the model uses data not available to the analyst at the time the analyst act on the model. Survivorship bias is not an example of look-ahead bias.

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