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.
没想明白为啥是小于2.85%，Sd更大，A和G的gap更大，那大于小于不都一样啊，哦，是不是因为A大于G大于H啊？
