userld475h發(fā)布于:2019-09-18 16:02:09瀏覽293次 FRM FRM Part I
60 One of the key properties of a normal distribution is location-scale invariance. Which of the
following choices best describes this property?
A. The sum of all the variances from independent normally distributed random variables will
produce a normally distributed variance.
B. A normal distribution is useful for modeling asset prices.
C. A large sample size will produce a distribution that resembles a normal distribution.
D. Random variables derived from other normally distributed random variables will also be
normally distributed.