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aileen20180623 · 2020年03月14日

问一道题：NO.PZ201709270100000304

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下：

4. Based on Exhibit 1, the predicted ROE for DF Associates is closest to:

选项：

A.

10.957%.

B.

16.593%.

C.

20.388%.

解释：

C is correct. The regression equation is as follows:

beginarraylY∧i=9.442+0.069X1i+0.681X2iROE=9.442+0.069(ESG)+0.681(Tenure)=9.442+0.069(55)+0.681(10.5)=9.442+3.795+7.151=20.388begin{array}{l}{\overset\wedge Y}_i=9.442+0.069X_{1i}+0.681X_{2i}\\ROE=9.442+0.069(ESG)+0.681(Tenure)\\=9.442+0.069(55)+0.681(10.5)\\=9.442+3.795+7.151=20.388

题目中显示是0.0681，而答案写的是0.681

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星星_品职助教 · 2020年03月14日

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NO.PZ201709270100000304 问题如下 4. Baseon Exhibit 1, the precteROE for Associates is closest to: 10.957%. 16.593%. 20.388%. C is correct. The regression equation is follows:beginarraylY∧i=9.442+0.069X1i+0.681X2iROE=9.442+0.069(ESG)+0.681(Tenure)=9.442+0.069(55)+0.681(10.5)=9.442+3.795+7.151=20.388begin{array}{l}{\overset\wee Y}_i=9.442+0.069X_{1i}+0.681X_{2i}\\ROE=9.442+0.069(ESG)+0.681(Tenure)\\=9.442+0.069(55)+0.681(10.5)\\=9.442+3.795+7.151=20.388beginarraylY∧i​=9.442+0.069X1i​+0.681X2i​ROE=9.442+0.069(ESG)+0.681(Tenure)=9.442+0.069(55)+0.681(10.5)=9.442+3.795+7.151=20.388 请问怎么知道X1是55；X2是10.5？ 题目中的是什么意思？

2024-01-08 23:29 1 · 回答

NO.PZ201709270100000304问题如下 4. Baseon Exhibit 1, the precteROE for Associates is closest to: 10.957%. 16.593%. 20.388%. C is correct. The regression equation is follows:beginarraylY∧i=9.442+0.069X1i+0.681X2iROE=9.442+0.069(ESG)+0.681(Tenure)=9.442+0.069(55)+0.681(10.5)=9.442+3.795+7.151=20.388begin{array}{l}{\overset\wee Y}_i=9.442+0.069X_{1i}+0.681X_{2i}\\ROE=9.442+0.069(ESG)+0.681(Tenure)\\=9.442+0.069(55)+0.681(10.5)\\=9.442+3.795+7.151=20.388beginarraylY∧i​=9.442+0.069X1i​+0.681X2i​ROE=9.442+0.069(ESG)+0.681(Tenure)=9.442+0.069(55)+0.681(10.5)=9.442+3.795+7.151=20.388 题目原文里面说的这句话Varn expects to finthESG rating is negatively relateto ROE anCEO tenure is positively relateto ROE.但是为何公式里面的b1是大于0的呢？

2022-04-09 14:55 1 · 回答

4. Baseon Exhibit 1, the precteROE for Associates is closest to: 10.957%. 16.593%. 20.388%. C is correct. The regression equation is follows: beginarraylY∧i=9.442+0.069X1i+0.681X2iROE=9.442+0.069(ESG)+0.681(Tenure)=9.442+0.069(55)+0.681(10.5)=9.442+3.795+7.151=20.388begin{array}{l}{\overset\wee Y}_i=9.442+0.069X_{1i}+0.681X_{2i}\\ROE=9.442+0.069(ESG)+0.681(Tenure)\\=9.442+0.069(55)+0.681(10.5)\\=9.442+3.795+7.151=20.388beginarraylY∧i​=9.442+0.069X1i​+0.681X2i​ROE=9.442+0.069(ESG)+0.681(Tenure)=9.442+0.069(55)+0.681(10.5)=9.442+3.795+7.151=20.388 怎么算的，我算的答案时13.9521啊。答案里没显示计算过程

2020-02-14 01:04 1 · 回答

    如果某一项的系数不significant的话，还需要算它吗？

2018-03-16 15:27 1 · 回答