FRM一级练习题:定量分析(33)
来源:互联网 发布时间:2018-08-17 19:17 责编:Hexinxin
Kathy, FRM, calculated the intrinsic value of a Company and expects the stock to generate a 25% annual return in the future. However, Kathy is concerned that her price forecast may be too high. She conducted a hypothesis test and concluded that at a 5% significance level, the null hypothesis can be rejected that the Company's investment return would be equal to or less than 25% per year. The one-tailed test utilized a z-test. Indicate the meaning of the significance level chosen by Kathy and state the correct rejection region.
A. Significance level:Brown will reject a true null hypothesis 5% of the time, Rejection region:z > 1.645.
B. Significance level:Brown will reject a false null hypothesis 95% of the time,Rejection region:z < -1.645.
C. Significance level:Brown will reject a true null hypothesis 5% of the time,Rejection region:z < -1.96.
D. Significance level:Brown will reject a false null hypothesis 95% of the time,Rejection region:z > 1.96.
Answer:A
The level of significance is the probability of rejecting the null hypothesis when it is true. The null hypothesis will be rejected if the z-statistic is greater than 1.645.
FRM考试在线高清视频指导
版权声明:
精选推荐
相关推荐
考试动态
备考必备

FRM考试临近,这些物品要准备,这些错误千万别犯
如何快乐高效的学习?高顿网校为广大学员提供2015年FRM考试网络课程,请各位考生紧跟网校名师的步伐尽快进入备考复习,让高顿网校与您共同努力, ...

FRM学习微信群——2019,我们一起备考!
2018年11月FRM考试已经开始正式报名,相信大家对于这样一个国际性证书也都有了解;但是不论FRM考试有多难,“既然决定要考,就一定要全力以赴” ...