- CFA Exams
- CFA Exam: Level I 2021
- Study Session 3. Quantitative Methods (2)
- Reading 9. Common Probability Distributions
- Subject 7. The Univariate and Multivariate Distributions
CFA Practice Question
Which of the following statements is not correct?
B. Given the correlations and the variances, one can obtain the covariances.
C. Given the standard errors and the correlation, one can obtain the covariances.
D. Given the correlations and the covariances, one can obtain the variances.
A. Given the covariances and the variances, one can sometimes find the correlations.
B. Given the correlations and the variances, one can obtain the covariances.
C. Given the standard errors and the correlation, one can obtain the covariances.
D. Given the correlations and the covariances, one can obtain the variances.
Correct Answer: A
Given the variances and the covariances, we can always (not sometimes) obtain the correlations.
User Contributed Comments 6
| User | Comment |
|---|---|
| sini | tricky one .. read carefully |
| hyperinflation | standard error... arrgh |
| Raok | english question |
| johntan1979 | If you are smart enough to see that all statements are correct, then the only culprit is the word sometimes. |
| sjugeli | Given the correlations and covariances, we can obtain not variances but product of variances... no? :( |
| ibrahim18 | Is this an english class? Arrghh |