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: