用方差—协方差法计算VaR时，其基本假设之一是时间序列不相关。_爱下问搜题

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问题单项选择题

用方差—协方差法计算VaR时，其基本假设之一是时间序列不相关。若某序列具有趋势特征，则真实VaR与采用方差—协方差法计算得到的VaR相比，( )。

A．较大

B．一样

C．较小

D．无法确定

答案

参考答案：A

阅读理解

A Trip into a Young Farmer’s Mind
Chickens that can talk? Cows that can dance? They are all in Louis Black’s comic books(漫画书).
Louis Black was born on a farm. The quiet young man spent most of his life helping his parents on the farm. When he was nine, he started to draw the animals on the farm. Later, he put them into his comic books in his own funny way. They were enjoyed by his family but never shown to people outside the farm.
The shy farmer’s comic books became famous only after he died. He passed on in a fire three years ago, when he was only 35. In order to remember him, his family showed his comic books in the town museum, and people liked them very much. Now the original(原始的) pictures of Louis Black’s farm animals can be seen at the City Art Center for one month.
Come and visit the beautiful world of Louis Black!

小题1:At what age did Louis begin to draw the animals on the farm?

小题2:The underlined part “passed on” is closest in meaning to “______”.

小题3:Which is the right order of the following what happened?
a. His books became popular.          b. His family enjoyed his books.
c. He passed on in a fire.             d. He started to draw animals.
e. He was born on a farm.

小题4:What is the purpose of the passage?

A．To plan a trip to visit a farm.	B．To tell people about an art show.
C．To attract people to the farm.	D．To share ideas of drawing comic books.

单项选择题

以下关于坐姿礼仪不正确的说法是（）

A.要立腰，挺胸，上体自然挻直，下颌微收，目光平视客户

B.女员工坐下后应该整理衣裙，可以不在客户视线范围内翘二郎腿

C.男员工可以直接落座，双腿略分开，不超过肩宽，双手自然置于腿上

D.禁止腿脚不停晃动和就座时双手叉腰或交叉胸前