NO.PZ2022123001000030
问题如下：
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:
选项：
A.less than 2.85% B.equal to 2.85% C.greater than 2.85%解释：
The more disperse a distribution, the greater the difference between the arithmetic mean and the geometric mean.
上一题提到The coefficient of variation (CV) is the ratio of the standard deviation to the mean, where a higher CV implies greater risk per unit of return.
那就是cv越大，应该风险越高才对？这道题，B的cv更大，风险应该更大，那么收益率也i应该更大？我的角度有什么错吗
