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抽象易烊千玺 · 2023年04月25日

No.PZ2022123001000031 (选择题) 来源: 经典题 A fund had the following experience over the past 10 years: 请问是哪个知识点

NO.PZ2022123001000031

问题如下:

A fund had the following experience over the past 10 years:


The target semideviation of the returns over the 10 years if the target is 2% is closest to:

选项:

A.

1.42%

B.

1.50%

C.

2.01%

解释:


The target semi-deviation is the square root of the sum of the squared deviations from the target, divided by n − 1:


如题

1 个答案

星星_品职助教 · 2023年04月25日

同学你好,

本题是半方差的考点。找到低于B=2%的三个值后,代入公式求解即可。