今天考了PRM考试exam2数学的部分。考完草稿纸不能带走,凭着记忆回忆起部分的题目。希望会做的朋友分享一下做题的过程和方法
1. 有7个bonds, 2个AAA Corporate bonds,2个AAA Agent bonds, 1个AA corporate bonds,2个AA Agent。 The probability of an AAA bond outperform others is two times as an AA bond outperform others。 求what is the probability that a AA bond or a corporate bond outperform others.
选项有a.8/11 b.6/11 c. 5/7 d. none of above
2. Maximize F(x,y)=x~2 +y~2 if x小于等于1,y大于等于-2, y-x小于等于3
选项有29,17,1,-25
3. the correlation of two assets=0.5. 问what is the largest eigenvalue of correlation matrix.
选项有1,0.5,1.5,none of above
4. a poission distribution. The average is 2 failure per year. 问,what is the probability of zero failure per year?