高頓CFA小編整理關于2018年CFA一級數量分析試題精選，幫助大家掌握cfa一級數量分析試題。
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　　2018年CFA一級數量精選考點練習6-1
 
　　All else equal, is specifying a smaller significance level in a hypothesis test likely to increase the probability of a:
　　圖片1
 
　　Answer: B
　　Specifying a smaller significance level decreases the probability of a Type I error (rejecting a true null hypothesis), but increases the probability of a Type II error (not rejecting a false null hypothesis). As the level of significance decreases, the null hypothesis is less frequently rejected.
 
　　解析
　　這道題的重點是 Type I 和 Type II，第一類錯誤是拒絕了真的，也就是以真為假，第二類錯誤是接受了假的，也就是以假亂真。那smaller significance level擴大了落在真的區域的概率，所以真的會不太容易被弄錯，但是假的會更容易被認錯。也就因此，減少了錯認真的的概率，增加了接受假的概率。所以這題選B。
 
　　2018年CFA一級數量精選考點練習6-2
 
　　A p-value of 0.02% means that a researcher:
　　A. Can reject the null hypothesis at the 5% significance level but cannot reject at the 1% significance level.
　　B. Can reject the null hypothesis at both the 5% and 1% significance levels.
　　C. Cannot reject the null hypothesis at either the 5% or 1% significance levels.
 
　　Answer: B
　　A p-value of 0.02% means that the smallest significance level at which the hypothesis can be rejected is 0.0002, which is smaller than 0.05 or 0.01. Therefore the null hypothesis can be rejected at both the 5% and 1% significance levels.
 
　　解析
　　這道題的重點是知道p-value在拒絕和接受的決策中，是和哪個數值進行比較的。P-value的對應數值要求是significance level，當p-value小于significance level的時候，是拒絕原假設。當p-value大于significance level的時候，是接受原假設。而在這道題目中，p-value是0.02%，小于significance level的5%和1%，所以應該是同時拒絕。答案選B。
 
　　2018年CFA一級數量精選考點練習6-3
 
　　Studies of performance of a sample of mutual fund managers most likely suffer from:
　　A. Sample-selection bias.
　　B. Look-ahead bias.
　　C. Survivor-ship bias
 
　　Answer: C
　　Studies of the performance of mutual fund managers often suffer from survivorship bias as poorly performing funds are closed down and are not included in the sample.
 
　　解析
　　幸存者偏差是一個重要的偏差概念，常出現在研究中。就是你所調研的目標群體，其實已經是經歷過篩選的。就像這題，調研共同基金經理的案例性狀，其實已經默認這個共同基金經理是還在工作的，是沒有破產或者被開除的。那么他就已經有了能力底線了。答案是C。
　　
        2018年CFA一級數量精選考點練習6-4
　　An investor is considering investing in Tawari Company for one year. He expects to receive $2 in dividends over the year and feels he can sell the stock for $30 at the end of the year. To realize a return on the investment over the year of 14%, the price the investor would pay for the stock today is closest to:
 
　　A. $29
　　B. $28
　　C. $32
 
　　Answer: B
　　HPR= [Dividend + (Ending price ? Beginning price)] / Beginning price
　　0.14= [2+ (30?P)]/P
　　1.14P=32 so P=$28.07