b******k
发帖数: 58 | 1 最近一家Hedge Fund发过来一些题目，请大家看看该如何解答：
1.A large class of students takes part in two different exams, Exam A and
Exam B. It is known that the grades of the entire class for the two exams
range from 1 to 100 and have the same distribution. The students that ranked
in the top 25% on the first exam are selected, and this group's average
grades on the two exams are computed, GrA and GrB, respectively.
Which one should be greater: GrA or GrB ?
2.How to verify that gold is often referred as a hedge against inflation?
谢谢！ |
r********r
发帖数: 3 | |
b******k
发帖数: 58 | 3 谢谢！第一题能不能提示一下为什么是GrA？是需要用到conditional probability吗？
【在 r********r 的大作中提到】
: 1 GrA
: 2 regress on M2
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D**********d
发帖数: 849 | 4 The expected average score of Exam A's top 25% students should be the same
as that of Exam B's top 25%, right?
And Exam A's top 25% might not necessary to be Exam B's top 25%. In this
case, the average score is less than that of the same exam.
Therefore, E[GraB] <= E[ave.score of Exam B's top 25%] = E[ave.score of Exam
A's top 25%] = E[GraA]
【在 b******k 的大作中提到】
: 谢谢！第一题能不能提示一下为什么是GrA？是需要用到conditional probability吗？
|
J********1
发帖数: 63 | 5 不太明白第二个问题的答案，
能再详细说明一下吗？
谢谢!
【在 r********r 的大作中提到】
: 1 GrA
: 2 regress on M2
|
y****8
发帖数: 11 | 6 M2 is the money supply, which is often considered as the inflation source.
Alternatively you can use the spread between the TIPS (inflation protected)
versus the treasury to be a market priced inflation.
Do a regression on the gold return on either one of those two variables. |
J********1
发帖数: 63 | 7 十分感谢！
)
【在 y****8 的大作中提到】
: M2 is the money supply, which is often considered as the inflation source.
: Alternatively you can use the spread between the TIPS (inflation protected)
: versus the treasury to be a market priced inflation.
: Do a regression on the gold return on either one of those two variables.
|
S*****H
发帖数: 90 | |
N******r
发帖数: 642 | 9 CPI is already priced in TIPS
【在 S*****H 的大作中提到】
: Why not CPI?
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