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CFApipa · 2022年09月18日

老师这道题用计算器好像很快？我直接按x1, x2, x3...计算器显示Sx=4.438468?

  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%

老师这道题用计算器好像很快？我直接按x1, x2, x3...计算器显示Sx=4.438468?

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3 个答案

Kiko_品职助教 · 2023年08月07日

嗨，努力学习的PZer你好：


首先2nd + 7输入所有的X值也就是 annual return的5个值。所有Y01-Y05都直接按向下箭头不用管。然后直接2nd + 8看结果找到Sx就可以。

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

Kiko_品职助教 · 2022年11月26日

嗨，努力学习的PZer你好：


下一个Δx是总体方差。Sx是样本方差。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

Kiko_品职助教 · 2022年09月19日

嗨，努力学习的PZer你好：


是的哦~完全正确。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

QE_erica · 2022年11月20日

老师，计算器sx是standard deviation？？那下一个是什么

信鸽子 · 2023年08月05日

计算器怎么按呀

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NO.PZ2015121802000021问题如下Calculate the stanrviation of annureturns on investment baseon the following chart:A.1.2%.B.4.44%.C.19.7%.B is correct.Meannureturn = (4% - 3% - 4% + 3% + 6%) / 5 = 1.2%Squareviations 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 = 27.043% -1.2% =1.8% （1.8%）2= 3.246% -1.2% = 4.8% （4.8%） 2= 23.04Sum of squareviations = 7.84 + 17.64 + 27.04 + 3.24+ 23.04 = 78.8Sample varian= 78.8/(5 - 1) = 19.7Sample stanrviation = 19.71/2= 4.44%什么时候要除n-1 什么时候除n

2024-02-27 13:24 1 · 回答

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