- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 6. Simulation Methods
- Subject 1. Lognormal Distribution and Continuously Compounding
CFA Practice Question
Compared to a normal distribution, a lognormal distribution is least likely to be ______.
B. skewed to the right
C. useful in describing the distribution of stock prices
A. skewed to the left
B. skewed to the right
C. useful in describing the distribution of stock prices
Correct Answer: A
The lognormal distribution is bounded by zero and thus skewed to the right. The lognormal distribution is a good fit for stock prices as stock prices can not fall below zero.
User Contributed Comments 0
You need to log in first to add your comment.