joan 發問時間： 社會與文化語言 · 2 0 年前

# 關於計量經濟翻議

Much is made of the fact that certain mutual funds outperform the market year after year(that is,the retutn from holding shares in the mutual fund is higher than the return from holding a portfolio such as the s&p 500).for concreteness,consider a tenyear period and let the population be the 4,170 mutual funds reported in the wall street journal on 1/6/95.by saying that performance relative to the market is random,we mean that each fund has a 50-50 chance of outperforming the market in any year and that performance if independent from year to year.

(i) if performance relative to the market is truly random. what is the probability that any particular fund outperforms the market in all 10 years?

(ii) find the probability that at least one fund out of 4,170 funds outperforms the market in all 10 years. what do you make of your answer?

(iii) if you gave a statistical package that computes binomial probabilities,find the probability that at least five funds outperform the market in all 10 years.

### 1 個解答

• 2 0 年前
最佳解答

Much is made of the fact that certain mutual funds outperform the market year after year(that is,the retutn from holding shares in the mutual fund is higher than the return from holding a portfolio such as the s&p 500).for concreteness,consider a tenyear period and let the population be the 4,170 mutual funds reported in the wall street journal on 1/6/95.by saying that performance relative to the market is random,we mean that each fund has a 50-50 chance of outperforming the market in any year and that performance if independent from year to year.

很多由某些共同基金年年勝過市場的事實做成(那是， 來自擁有共同基金的retutn比來自舉行象s&p 500那樣的大臣職務返回高) .對於concreteness來說， 考慮一個tenyear 時期， 在1/6/95在<<華爾街日報>>裡報告.by 說與市場有關的性能是隨便的，並且讓人口是4，170項共同基金， 我們意思是不是每項專款都有一半的機會勝過任何年和這幾次性能那些市場如果獨立每年。

(i) if performance relative to the market is truly random. what is the probability that any particular fund outperforms the market in all 10 years?

(i) 如果與市場有關的性能真地隨便。 可能性是什麼特別的專款在全部10 年勝過市場？

(ii) find the probability that at least one fund out of 4,170 funds outperforms the market in all 10 years. what do you make of your answer?

(ii) 找到可能性至少一項專款從4，170項基金當中在全部10 年勝過市場。 你怎樣理解你的答覆？

(iii) if you gave a statistical package that computes binomial probabilities,find the probability that at least five funds outperform the market in all 10 years.

(iii) 如果你給計算二項式的可能發生的事件的一個統計包裹，找到可能性至少5 項基金在全部10 年勝過市場。