NO.PZ2022081802000092
问题如下：
Question A risk metric that measures how different an actual investment outcome could be from what the investor expects is most likely a:选项：
A.vega. B.duration. C.standard deviation.解释：
SolutionC is correct. Standard deviation is a measure of dispersion in a probability distribution and is used to describe the range of outcomes (minimum and maximum, centered on the expected outcome) that can occur with a particular probability. In contrast, duration measures the sensitivity of a security or portfolio to a change in market interest rates, and vega measures the sensitivity of a security (either a derivative or a security with derivative-like characteristics) to a change in the price volatility of the underlying asset.
A is incorrect because vega measures the sensitivity of a security (either a derivative or a security with derivative-like characteristics) to a change in the price volatility of the underlying asset.
B is incorrect because duration measures the sensitivity of a security or portfolio to a change in market interest rates.
题目没太看懂，属于portfolio的哪部分内容呢？
