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Tiêu đề Tài liệu Hướng dẫn ôn thi CFA Level 1 2010 Phần 3
Thể loại Tài liệu hướng dẫn
Năm xuất bản 2010
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Số trang 36
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Bosto’s expected return and standard deviation of returns for the coming year are closest to: Expected return Standard deviation B.. The probability that a continuously distributed ran

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SELF-TEST: QUANTITATIVE METHODS

15 Questions: 22.5 Minutes

1, Allan Jabber invested $400 at the beginning of each of the last 12 months in the

shares of a mutual fund that paid no dividends Which method will he correctly

choose in order to calculate his average price per share from the monthly share

Central limit theorem Chebyshev’s inequality

C Any distribution Any distribution

Colonia has only two political parties, the Wigs and the Wags If the Wags are

elected, there is a 32% probability of a tax increase over the next four years If

the Wigs are elected, there is a 60% probability of a tax increase Based on the

current polls, there is a 20% probability that the Wags will be elected The sum

of the (unconditional) probability of a tax increase and the joint probability that

the Wigs will be elected and there will be no tax increase are closest to:

A 55%

B 70%

C 85%

Analysts at Wellborn Advisors are considering two well-diversified portfolios

based on firm forecasts of their expected returns and variance of returns James

argues that Portfolio 1 will be preferred by the client because it has a lower

coefficient of variation Samantha argues that Portfolio 2 would be preferred by

the client because it has a higher Sharpe ratio The client states that he wishes

to minimize the probability that his portfolio will produce returns less than the

risk-free rate Based on this information, the client would most likely prefer: ———

A 100% in Portfolio 1

B 100% in Portfolio 2

C some combination of Portfolios 1 and 2

Ralph will retire 15 years from today and has saved $121,000 in his investment

account for retirement He believes he will need $37,000 at the beginning of

each year for 25 years of retirement, with the first withdrawal on the day he

retires Ralph assumes that his investment account will return 8% The amount

he needs to deposit at the beginning of this year and each of the following 14

years (15 deposits in all) is closest to:

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Self-Test: Quantitative Methods

6

10

The current price of Bosto shares is €50 Over the coming year, there is a 40% probability that share returns will be 10%, a 40% probability that share returns will be 12.5%, and a 20% probability that share returns will be 30% Bosto’s expected return and standard deviation of returns for the coming year are closest to:

Expected return Standard deviation

B The probability that a continuously distributed random variable will take on

a specific value is always zero

C A normally distributed random variable divided by its standard deviation will follow a standard normal probability distribution

Market technician Christine Collies uses the Barron’s confidence index as a

“smart money” indicator and uses the CBOE put-call ratio as a contrarian indicator Given that both of these indicators have recently risen sharply, her market outlook based on each indicator is most likely:

Confidence index Put-call ratio

Given the following data:

* There is a 40% probability that the economy will be good next year and a 60% probability that it will be bad

* Ifthe economy is good, there is a 50% probability of a bull market, a 30% probability of an average market, and a 20% probability of a bear market

* Ifthe economy is bad, there is a 20% probability of a bull market, a 30% probability of an average market, and a 50% probability of a bear market The unconditional probability of a bull market is closest to:

A 20%

B 32%

C 50%

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Self-Test: Quantitative Methods

X, Y, and Z are independently distributed The probability of X is 30%,

the probability of Y is 40%, and the probability of Z is 20% Which of the

following is closest to the probability that either X or Y will occur?

A 70%

B 58%

C 12%

Which will be egual for a 1-year T-bill with 360 days to maturity?

A Bank discount yield and money market yield

B Money market yield and holding period yield

C Effective annual yield and bond equivalent yield

The percentage changes in annual earnings for a company are approximately

normally distributed with a mean of 5% and a standard deviation of 12% The

probability that the average change in earnings over the next five years will be

greater than 15.5% is closest to:

A It has a symmetric distribution

B The natural logarithms of the random variable are normally distributed

C It is a univariate distribution

A discrete random variable x can take on the values 1, 2, 3, 4, or 5 The

probability function is Prob(x) = x/15, so the cumulative distribution function is

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Self-Test: Quantitative Methods

The harmonic mean of the 12 purchase prices will be his average price paid per share

Both the central limit theorem and Chebyshev’s inequality apply to any distribution

The unconditional probability of a tax increase is: 0.2(0.32) + 0.8(0.6) = 54.4%

The joint probability that the Wigs will be elected and there will be no tax increase is:

0.8(0.4) = 32% The sum is: 54.4 + 32 = 86.4%

A portfolio that has a higher Sharpe ratio will have a lower probability of generating returns less than the risk-free rate With a target return equal to the risk-free rate, the safety-first ratio for a portfolio is (E{R,} — Ra / Op» which is also the Sharpe ratio

Portfolio 2 will have a lower probability of returns less than the risk-free rate Since both portfolios are well diversified and Portfolio 1 has a lower Sharpe ratio than Portfolio 2, any allocation to Portfolio 1 would decrease the overall portfolio’s Sharpe and safety-first ratios, increasing the probability of returns less than the risk-free rate

Step 1: Calculate the amount needed at retirement at t = 15, with calculator in BGN mode

N = 25, FV =0, UY = 8, PMT = 37,000, CPT PV = —426,564 Step 2: Reduce this by the t = 15 value of current savings

©2009 Kaplan, Inc

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Self-Test: Quantitative Methods

A An increase in the confidence index typically indicates that high-grade bond yields and

average bond yields are moving closer together, which is bullish when used as a smart

money indicator An increase in the put-call ratio indicates that options traders are

buying more puts than calls, which would be bullish when used as a contrary indicator

Using the total probability rule, rhe unconditional probability of a bull market is

0.50(0.40) + 0.20(0.60) = 32%

Probability of X or Y is P(X) + P(Y) - PQXY)

0.3 + 0.4 — (0.3)(0.4) = 58%

Since the money market yield is the holding period yield times #days / 360,

HPY x 360 / 360 = HPY = MMY

The standard error of a 5-year average of earnings changes is 2 Fg = 5.366%

15.5% is 15.575 = 1.96 standard errors above the mean, and the probability of a

5-year average more than 1.96 standard errors above the mean is 2.5% for a normal

distribution

A lognormal distribution is skewed to the right (positively skewed)

F(4) is the probability that x < 4, which is (1 +2 +344) /15 = 0.667, or 1-5 /15=

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effective annual rate = (1 + periodic rate)™ — 1

continuous compounding: e'—-1=EAR

general formula for the IRR: 0 = CKy + + pee

14+IRR (1+IRR)? (1+IRR)N

360 bank discount yield = = x——

t

PR -Pp +D, _ P,+D, _

effective annual yield = (1 + HPY)265 Ít— ]

60 money market yield = nrv | °°)

1

i=l *i

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Book 1 — Ethical and Professional Standards and Quantitative Methods

range = maximum value — minimum value

excess kurtosis = sample kurtosis — 3

joint probability: P(AB) = P(A | B) x P(B)

addition rule: P(A or B) = P(A) + P(B) — P(AB)

multiplication rule: P(A and B) = P(A) x P(B)

total probability rule:

P(R) = P(R|S,) x P(S,) + P(RI S,) x P(S,) + + P(R| Sy) x P(SQ)

expected value: E(X) = UP (x,)x, = P(x,)x, + P(x,)x,+ + Px,)x,

Cov(R,,R,) = EILR;— E(R,)]LR, — E(R))lÌ

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Book 1 — Ethical and Professional Standards and Quantitative Methods

binomial probability: p(x) = (aowixi? (1—p)” *

for a binomial random variable: E(X) = np

for a normal variable:

90% confidence interval for X is X — 1.65s to X + 1.65s 95% confidence interval for X is X — 1.96s to X + 1.96s 99% confidence interval for X is X — 2.58s to X + 2.58s

observation — population mean x—|t

So

(x2 = x1)

for a uniform distribution: P(x <X< x2) = (b )

—a sampling error ofthe mean = sample mean — population mean = x— [A

x prior probability of event

standard error of the sample mean, known population variance: Øy =—

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Book 1 — Ethical and Professional Standards and Quantitative Methods

standard error of the sample mean, unknown population variance: s- =

confidence interval: point estimate + (reliability factor x standard error)

test of mean differences = 0: t-statistic =

test for equality of means:

( —%z)-|U, -p,)

t-Statistic = (sample variances assumed unequal)

2 s2 12 3L 4 2

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APPENDIX A:

AREAS UNDER THE NORMAL CURVE

Most of the examples in this book have used one version of the z-table to find the area

under the normal curve This table provides the cumulative probabilities (or the area

under the entire curve to left of the z-value)

Probability Example Assume that the annual earnings per share (EPS) for a large sample of firms is normally distributed with a mean of $5.00 and a standard deviation of $1.50 What is the approximate probability of an observed EPS value falling between $3.00 and $7.25?

If EPS = x = $7.25, then z = (x—)/o = ($7.25 — $5.00)/$1.50 = +1.50

If EPS = x = $3.00, then z = (x— H)/ơ = ($3.00 — $5.00)/$1.50 = —1.33 Solving Using The Cumulative Z-Table

For z-value of 1.50: Use the row headed 1.5 and the column headed 0 to find the value 0.9332 This represents the area under the curve to the left of the critical value 1.50 For z-value of -1.33: Use the row headed 1.3 and the column headed 3 to find the value

0.9082 This represents the area under the curve to the left of the critical value +1.33

The area to the left of -1.33 is 1 — 0.9082 = 0.0918

The area between these critical values is 0.9332 — 0.0918 = 0.8414, or 84.14%

Hypothesis Testing - One-Tailed Test Example

A sample of a stock’s returns on 36 non-consecutive days results in a mean return of 2.0 percent Assume the population standard deviation is 20.0 percent Can we say with 95 percent confidence that the mean return is greater than zero percent?

Ho: b < 0.0%, H,: p> 0.0% The test statistic = z-statistic = X= Ho (2.0—0.0) /

The significance level = 1.0 — 0.95 = 0.05, or 5% Since we are Interested in a return

greater than 0.0 percent, this is a one-tailed test

Using The Cumulative Z-Table Since this is a one-tailed test with an alpha of 0.05, we need to find the value 0.95 in the cumulative z-table The closest value is 0.9505, with a corresponding critical z-value of 1.65 Since the test statistic is less than the critical value, we fail to reject Ho

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Hypothesis Testing — Two-Tailed Test Example

Using the same assumptions as before, suppose that the analyst now wants to determine

if he can say with 99% confidence that the stock’s return is not equal to 0.0 percent

Ho: p = 0.0%, H,: u # 0.0% The test statistic (z-value) = (2.0 — 0.0) / (20.0 / 6) = 0.60

The significance level = 1.0-0.99 = 0.01, or 1% Since we are interested in whether or

not the stock return is nonzero, this is a two-tailed test

Using The Cumulative Z-Table

Since this is a two-tailed test with an alpha of 0.01, there is a 0.005 rejection region in

both tails Thus, we need to find the value 0.995 (1.0 — 0.005) in the table The closest

value is 0.9951, which corresponds to a critical z-value of 2.58 Since the test statistic is

less than the critical value, we fail to reject Hy and conclude that the stock’s return

equals 0.0 percent

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0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 | 0.7157 | 0.7190 0.7224 | 0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 | 0.7454 | 0.7486 | 0.7517 0.7549 | 0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 | 0.7764 | 0.7794 | 0.7823 0.7852 0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133 0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 | 0.8315 | 0.8340 0.8365 0.8389

1.0 | 0.8413 | 0.8438 | 0.8461 | 0.8485 | 0.8508 | 0.8531 | 0.8554 | 0.8577 0.8599 | 0.8621 1.1 | 0.8643 | 0.8665 | 0.8686 | 0.8708 | 0.8729 | 0.8749 | 0.8770 | 0.8790 | 0.8810 | 0.8830 1.2 | 0.8849 | 0.8869 | 0.8888 | 0.8907 | 0.8925 | 0.8944 | 0.8962 | 0.8980 | 0.8997 | 0.9015 | 1.3 | 09032 | 0.9049 | 0.9066 | 0.9082 | 0.9099 | 0.9115 | 0.9131 | 0.9147 | 0.9162 [| 0.9177 _| [1⁄4 | 09192 | 0.9207 | 0.9222 | 0.9236 | 0.9251 | 0.9265 | 0.9279 | 0.9292 | 0.9306 | 0.9319 |

1.5 | 0.9332 | 0.9345 | 0.9357 | 0.9370 | 0.9382 | 0.9394 | 0.9406 | 0.9418 | 0.9429 | 0.9441 | 1.6 | 0.9452 | 0.9463 | 0.9474 | 0.9484 | 0.9495 | 0.9505 | 0.9515 | 0.9525 | 0.9535 | 0.9545 | 1.7 | 0.9554 | 0.9564 | 0.9573 | 0.9582 | 0.9591 | 0.9599 | 0.9608 | 0.9616 | 0.9625 | 0.9633 | 1.8 | 0.9641 | 0.9649 | 0.9656 | 0.9664 | 0.9671 | 0.9678 | 0.9686 | 0.9693 | 0.9699 | 0.9706 | 1.9 | 09713 | 0.9719 | 0.9726 | 0.9732 | 0.9738 | 0.9744 | 0.9750 | 0.9756 | 0.9761 | 0.9767 |

2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 | 0.9803 | 0.9808 | 0.9812 0.9817 | 2.1 0.9821 0.9826 0.9830 0.9834 | 0.9838 0.9842 | 0.9846 | 0.9850 0.9854 0.9857 _| 2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 | 0.9887 0.9890 | 2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 | 0.9909 | 0.9911 0.9913 0.9916

| 2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 | 0.9934 0.9936

| 2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 | 0.9948 | 0.9949 | 0.9951 0.9952 | 2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 | 0.9961 0.9962 | 0.9963 0.9964 | 2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 | 0.9971 0.9972 | 0.9973 0.9974 | 2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 | 0.9979 | 0.9979 | 0.9980 0.9981 | 2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 | 0.9985 | 0.9985 0.9986 | 0.9986 | 3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 | 0.9989 | 0.9989 | 0.9990 0.9990 |

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CUMULATIVE Z-ÏABLE (CONT.) :

STANDARD NORMAL DISTRIBUTION

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APPENDIX B:

STUDENT'S f-DISTRIBUTION

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APPENDIX C:

F-TABLE aT 5 PERCENT (Upper TAIL)

F-TABLE, CRITICAL VALUES, 5 PERCENT IN UPPER TAIL

Degrees of freedom for the numerator along top row Degrees of freedom for the denominator along side row

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APPENDIX D:

F-TABLE AT 2.5 PERCENT (UPPER TAIL)

F-TsBLE, CriTICAL VALUES, 2.5 PERCENT IN PPER TAILS

Degrees of freedom for the numerator along top row

Degrees of freedom for the denominator along side row

6 | 8.81 | 7.26 | 6.60 | 6.23 | 5.99 | 5.82 | 5.70 | 5.60 | 5.52 | 5.46 | 5.37 | 5.27 | 5.17 | 5.12 | 5.07 | 5.01 7_| 8.07 | 6.54 | 5.89 | 5.52 | 5.29 | 5.12 | 4.99 | 4.90 | 4.82 | 4.76 | 4.67 | 4.57 | 4.47 | 4.41 | 4.36 | 4.31

14 | 6.30 | 4.86 | 4.24 | 3.89 | 3.66 | 3.50 | 3.38 | 3.29 | 3.21 | 3.15 | 3.05 | 2.95 | 2.84 | 2.79 | 2.73 | 2.67

15 | 6.20 | 4.77 | 4.15 | 3.80 | 3.58 | 3.41 | 3.29 | 3.20 | 3.12 | 3.06 | 2.96 | 2.86 | 2.76 | 2.70 | 2.64 | 2.59

_

16 | 6.12 | 4.69 | 4.08 | 3.73 | 3.50 | 3.34 | 3.22 | 3.12 | 3.05 | 2.99 | 2.89 | 2.79 | 2.68 | 2.63 | 2.57 | 2.51 17_| 6.04 | 4.62 | 4.01 | 3.66 | 3.44 | 3.28 | 3.16 | 3.06 | 2.98 | 2.92 | 2.82 | 2.72 | 2.62 | 2.56 | 2.50 | 2.44

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APPENDIX E:

CHI-SQUARED TABLE

Values of x7 (Degrees of Freedom, Level of Significance)

Probability in Right Tail

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INDEX

A absolute frequency 159 additional compensation arrangements 47

addition rule of probability 196, 198

additivity principle 123 advance-decline line 341 alternative hypothesis 297 amortization 114

CD equivalent yield 145 central limit theorem 275 Chebyshev’s inequality 173 chi-square distribution 319 Code of Ethics 13

coefficient of variation 174 combination formula 218 communication with clients 53 composites 70, 74

compounding frequency 112 compound interest 95, 96 conditional probability 196 conduct as members and candidates 65 confidence index 341

confidence interval 249, 278 confidence interval for the population mean 281

consistent estimator 279 continuous compounding 257

continuous distribution 239 continuous random variable 238

continuous uniform distribution 246 contrarian view 339

cumulative relative frequency 161

D

data mining 285 debit balances in brokerage accounts 341 decile 168

decision rule 298, 303 default risk premium 98 degrees of freedom 279 descriptive statistics 157 desirable properties of an estimator 278 diligence and reasonable basis 50 disclosure of conflicts 57 discount factor 101 discounting 96, 101 discount rate 97, 101, 119 discrete distribution 239 discretely compounded returns 257 discrete random variable 238 discrete uniform random variable 241 dispersion 170

distribution function 240 down transition probability 244

E

effective annual rate (EAR) 98

effective annual yield (EAY) 144 efficient estimator 279

efficient market hypothesis (EMH) 337 empirical probability 195

equality of population means 312 equality of variances 321

event 194

excess kurtosis 178 excess return 175 exhaustive events 194 expected value 202

expected value and variance for a portfolio of assets 210

of a binomial random variable 243

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