{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "### 1.1\n", "What is the value of $\\sqrt{2}^{\\sqrt{2}^{{\\sqrt{2}^{...}}}}$?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 3.1\n", "You have a bag with two coins. One will come up heads 40% of the time, and the other will come up heads 60%. You pick a coin randomly, flip it and get a head. What is the probability it will be heads on the next flip?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 3.3\n", "In front of you is a jar of 1000 coins. One of the coins has two heads, and the rest are fair coins. You choose a coin at random, and flip it ten times, getting all heads. What is the probability it is one of the fair coins?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 3.5\n", "Starting at one vertex of a cube, and moving randomly from vertex to adjacent vertices, what is the expected number of moves until you reach the vertex opposite from your starting point?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 3.8\n", "You have a spinner that generates random numbers that are uniform between 0 and 1. You sum the spins until the sum is greater than one. What is the expected number of spins?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 3.10\n", "A stick is broken randomly into 3 pieces. What is the probability of the pieces being able to form a triangle?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 3.11\n", "A stick is broken randomly into two pieces. The larger piece is then broken randomly into two pieces. What is the probability of the pieces being able to form a triangle?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 3.12\n", "This is based on a Goldman Sachs interview question. You play a game where you toss two fair coins in the air. You always win $1. However, if you have tossed 2 heads at least once, and 2 tails at least once, you surrender all winnings, and cannot play again. You may stop playing at anytime. What’s your strategy?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 5.2\n", "You have a basket of $n$ assets. The asset returns are multivariate normal with zero mean. Correlation between any pair of assets is 1/2. What is the probability that $k$ of the assets will have positive return?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 5.10\n", "Suppose there are 36 students in the QFRM program, each assigned a unique integer from 1 to 36. Thirty-six quarters are laid out on a table in a row, heads up. Each student goes to the table, and if they are assigned the number $n$, they turn over the $n$th coin, the $2n$th coin, and so on. So, for example, the student who is assigned 15 will turn over the 15th and 30th coins. When everyone is done, how many tails are showing?" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "anaconda-cloud": {}, "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.6.8" } }, "nbformat": 4, "nbformat_minor": 1 }