A.VAR
B.PERS
C.ONST
D.VARS
第2题
A.It does not take into account the correlations among risks.
B.It ignores risks that are not market, operational, or credit risks.
C.It mistakenly uses VAR to measure operational risk because operational risks that matter are rare events.
D.It is meaningless to add VARs.
第3题
A.I and IV
B.I, II, and III
C.I, II, and IV
D.II, III, and IV
第6题
设X与Y为相互独立的随机变量,且Var(X)=4,Var(Y)=9,则随机变量Z=2X-Y的标准差为()。
A.1
B.
C.
D.5
第7题
设X与Y为相互独立的随机变量,且Var(X)=4,Var(Y)=9,则随机变量Z=2X—y的标准差为()。
A.1
B.
C.5
D.
第9题
设VAR DW 1,2,$+2,5,6若汇编时VAR分配的偏移地址是0010H,则汇编后0014H单元的内容是()。
A.6H
B.14H
C.5H
D.16H
第10题
A.Var(X+Y)=Var(X)+Var(Y)
B.E(−CX)=− CE(X)
C.Var(−C)=0
D.E(−C)=−C
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