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ruby5ltc · 2022年06月07日

请问

  1. CFA I
  2. Portfolio

NO.PZ2015121802000021

问题如下：

Calculate the standard deviation of annual returns on an investment based on the following chart:

选项：

A.

1.2%.

B.

4.44%.

C.

19.7%.

解释：

B is correct.

Mean annual return = (4% - 3% - 4% + 3% + 6%) / 5 = 1.2%

Squared deviations from the mean:

4%-1.2%=2.8%      （2.8%）2= 7.84

-3% -1.2% = -4.2%   （-4.2%）2 = 17.64

-4% -1.2% = -5.2%   （-5.2%）2 = 27.04

3% -1.2% =1.8%    （1.8%）2= 3.24

6% -1.2% = 4.8%    （4.8%） 2= 23.04

Sum of squared deviations = 7.84 + 17.64 + 27.04 + 3.24+ 23.04 = 78.8

Sample variance = 78.8/(5 - 1) = 19.7

Sample standard deviation = 19.71/2= 4.44%

题目中并没有明确是样本还是总体，如何判断是样本？考试中未明确的是否都按照样本（即n-1）处理？

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1 个答案

Kiko_品职助教 · 2022年06月07日

嗨，努力学习的PZer你好：


通常情况下，一个投资的持续期远远超过5年，所以5年只是投资期中一个样本时间段。考试中除非题目明确告诉你目前投资期只有五年，否则都按照样本处理。

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