此题考查的是标准误吗？

问题如下：

A risk manager is calculating the VaR of a fund with a data set of 25 weekly returns. The mean and standard deviation of weekly returns are 7% and 10%, respectively. Assuming that weekly returns are independent and identically distributed, what is the standard deviation of the mean of the weekly returns?

选项：

A.

0.4%

B.

0.7%

C.

2.0%

D.

10.0%

解释：

In order to calculate the standard deviation of the mean of weekly returns, we must divide the standard deviation of the weekly returns by the square root of the sample size. Therefore the correct answer is 10%/sqrt (25) = 2%.