2020年CFA考试《CFA一级》考试共240题，分为单选题。小编为您整理Quantitative Methods5道练习题，附答案解析，供您备考练习。

1、An analyst does research about correlation and gathers the following informationabout two stocks:

If the portfolio's standard deviation is 4.4%, the correlation between the two securitiesis closest to :【单选题】

A.0.39

B.0.88

C.1.00

正确答案:C

答案解析:根据公式

2、The most recent returns of a fund are as follow:

The mean absolute deviation of returns for the fund is closest to:【单选题】

A.9.53%.

B.11.91%.

C.13.69%.

正确答案:A

答案解析:“Statistical Concepts and Market Returns,” Richard A. DeFusco, CFA, Dennis W. McLeavey, CFA, Jerald E. Pinto, CFA, and David E. Runkle, CFA
2013 Modular Level I, Vol. 1, Reading 7, Section 7.2 (Example 10)
Study Session 2–7–g
Calculate and interpret (1) a range and a mean absolute deviation and (2) the variance and standard deviation of a population and of a sample.
A is correct. The mean absolute deviation (MAD) for a sample is calculated as follow:

3、A subset of a population is best described as a:【单选题】

A.sample.

B.statistic.

C.conditional distribution.

正确答案:A

答案解析:“Statistical Concepts and Market Returns,” Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkle
2012 Modular Level I, Vol. 1, p. 343
Study Session 2-7-a, b
Distinguish between descriptive statistics and inferential statistics, between a population and a sample, and among the types of measurement scales.
Define a parameter, a sample statistic, and a frequency distribution.
A is correct. A sample is a subset of a population.

4、If the stated annual interest rate is 9% and the frequency of compounding is daily, the effective annual rate is closest to:【单选题】

A.9.00%.

B.9.42%

C.9.88%.

正确答案:B

答案解析:“Time Value of Money,” Richard A. Defusco, CFA, Dennis W. McLeavey, CFA, Jerald E. Pinto, CFA, and David E. Runkle, CFA
2011 Modular Level I, Vol. 1, pp. 266-267
Study Session 2-5-c
Calculate and interpret the effective annual rate, given the stated annual interest rate and the frequency of compounding.
Solve for effective annual rate using:

5、With respect to technical analysis, a triple-top pattern most likely suggests a:【单选题】

A.support line.

B.resistance line.

C.continuation pattern.

正确答案:B

答案解析:三重顶是一种反转形态，顶会作为压力线。三重底也是一种反转形态，底会作为支撑线。continuation pattern是指整理形态。