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"quantity"exercise: Expected value
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Questions 1:
The variance of returns of Asset A is 625. The variance of returns of Asset B is 1,225. The covariance of returns between Asset A and Asset B is 600. The correlation of returns between Asset A and Asset B is closest to:
A 、0.29.
B、 0.69.
C、 0.47.
Questions 2:
Survivorship bias is most likely an example of which bias?
A 、Sample selection
B、 Data mining
C、 Look-ahead
View answer resolution
【Answer to question 1】B
【analysis】
【Answer to question 2】A
【analysis】
A is correct. Sample selection bias often results when a lack of data availability leads to certain data being excluded from the analysis. Survivorship bias is an example of sample selection bias.
B is incorrect. Data mining bias relates to the overuse of the same or related data, i.e., searching for pattern. And survivorship bias is not an example of data mining bias.
C is incorrect. Look-ahead bias exists if the model uses data not available to the analyst at the time the analyst act on the model. Survivorship bias is not an example of look-ahead bias.
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