The average return for Portfolio A over the past twelve months is 3%, with a standard deviation of 4%. The average return for Portfolio B over this same period is also 3%, but with a standard deviation of 6%. The geometric mean return of Portfolio A is 2.85%. The geometric mean return of Portfolio B is:
A
less than 2.85%.
B
equal to 2.85%
C
不正确greater than 2.85%.
这道题被绕晕了:
问题1 :离散程度(disperse)和标准差(standard deviation)是否为同一个概念,意思是离散程度越大,那么标准差就越大嘛,这个我在将以里面没有看到相关知识点
问题2:既然2的standard devision更大,那么它的几何平均不是应该更大吗?为什么选A