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粉红豹 · 2018年09月30日

问一道题:NO.PZ2017092702000051 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


考试时候如果遇到这道题,我就跪倒在考场,朝向华尔街的方向,磕三个头。

2 个答案
已采纳答案

菲菲_品职助教 · 2018年10月01日

如果你真的这么做,那你可能会被协会发警告信,说你扰乱考场秩序哈哈哈。

言归正传,遇到这种计算量特别大,你不熟悉,又很花费时间的题,可以先战略性放弃,等做完其他题目若还有很多多余的时间,再回过头来看看这道题。

liz112001 · 2018年12月09日

我是排除了前两个,看range和variance都不对,选了第三个。

粉红豹 · 2018年12月09日

对于选择题可以这样做,但是我是想要把每一个选项都搞清楚。当然了,效率为先。

菲菲_品职助教 · 2018年12月10日

恩恩没错,在我们备考过程中应该尽量搞懂每个题目,万一考试遇到不像这道题一样可以用排除法的对吧。尽可能准备详尽些,以不变应万变~

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FunXYZ if the measure of spersion is the variance. FunAif the measure of spersion is the meabsolute viation. C is correct. The meabsolute viation (MA of FunABC’s returns is greater ththe Mof both of the other fun. MA∑in∣Xi−X‾∣nMA\frac{\splaystyle\sum_i^n{\vert Xi-\overline X\vert}}nMAni∑n​∣Xi−X∣​ where \(\overline X\) is the arithmetic meof the series. Mfor FunA= [−20−(−4)]+[23−(−4)]+[−14−(−4)]+[5−(−4)]+[−14−(−4)]5=14.4%\frac{{\lbrack-20-{(-4)}\rbrack}+{\lbrack23-{(-4)}\rbrack}+{\lbrack-14-{(-4)}\rbrack}+{\lbrack5-{(-4)}\rbrack}+{\lbrack-14-{(-4)}\rbrack}}5=14.4\%5[−20−(−4)]+[23−(−4)]+[−14−(−4)]+[5−(−4)]+[−14−(−4)]​=14.4% Mfor FunXYZ = [−33−(−10.8)]+[-12−(−10.8)]+[−12−(−10.8)]+[-8−(−10.8)]+[11−(−10.8)]5=9.8%\frac{{\lbrack-33-{(-10.8)}\rbrack}+{\lbrack\text{-12}-{(-10.8)}\rbrack}+{\lbrack-\text{12}-{(-10.8)}\rbrack}+{\lbrack\text{-8}-{(-10.8)}\rbrack}+{\lbrack\text{11}-{(-10.8)}\rbrack}}5=\text{9}\text{.8}\%5[−33−(−10.8)]+[-12−(−10.8)]+[−12−(−10.8)]+[-8−(−10.8)]+[11−(−10.8)]​=9.8% Mfor FunPQR = [−14−(−5)]+[-18−(−5)]+[6−(−5)]+[-2−(−5)]+[3−(−5)]5=8.8%\frac{{\lbrack-\text{14}-{(-\text{5})}\rbrack}+{\lbrack\text{-18}-{(-\text{5})}\rbrack}+{\lbrack\text{6}-{(-\text{5})}\rbrack}+{\lbrack\text{-2}-{(-\text{5})}\rbrack}+{\lbrack\text{3}-{(-\text{5})}\rbrack}}5=\text{8}\text{.8}\%5[−14−(−5)]+[-18−(−5)]+[6−(−5)]+[-2−(−5)]+[3−(−5)]​=8.8% A anB are incorrebecause the range anvarianof the three fun are follows: The numbers shown for varianare unrstooto in \"percent square" terms so thwhen taking the square root, the result is stanrviation in percentage terms. Alternatively, expressing stanrviation anvarianin cimform, one cavoithe issue of units; in cimform, the variances for FunABFunXYZ, anFunPQR are 0.0317, 0.0243, an0.0110, respectively. 老师,我用计算器78键上面的数据功能算出的标准差B也对哦,这怎么回事。这个不能用计算器算吗

2021-05-31 00:15 1 · 回答

NO.PZ2017092702000051 FunXYZ if the measure of spersion is the variance. FunAif the measure of spersion is the meabsolute viation. C is correct. The meabsolute viation (MA of FunABC’s returns is greater ththe Mof both of the other fun. MA∑in∣Xi−X‾∣nMA\frac{\splaystyle\sum_i^n{\vert Xi-\overline X\vert}}nMAni∑n​∣Xi−X∣​ where \(\overline X\) is the arithmetic meof the series. Mfor FunA= [−20−(−4)]+[23−(−4)]+[−14−(−4)]+[5−(−4)]+[−14−(−4)]5=14.4%\frac{{\lbrack-20-{(-4)}\rbrack}+{\lbrack23-{(-4)}\rbrack}+{\lbrack-14-{(-4)}\rbrack}+{\lbrack5-{(-4)}\rbrack}+{\lbrack-14-{(-4)}\rbrack}}5=14.4\%5[−20−(−4)]+[23−(−4)]+[−14−(−4)]+[5−(−4)]+[−14−(−4)]​=14.4% Mfor FunXYZ = [−33−(−10.8)]+[-12−(−10.8)]+[−12−(−10.8)]+[-8−(−10.8)]+[11−(−10.8)]5=9.8%\frac{{\lbrack-33-{(-10.8)}\rbrack}+{\lbrack\text{-12}-{(-10.8)}\rbrack}+{\lbrack-\text{12}-{(-10.8)}\rbrack}+{\lbrack\text{-8}-{(-10.8)}\rbrack}+{\lbrack\text{11}-{(-10.8)}\rbrack}}5=\text{9}\text{.8}\%5[−33−(−10.8)]+[-12−(−10.8)]+[−12−(−10.8)]+[-8−(−10.8)]+[11−(−10.8)]​=9.8% Mfor FunPQR = [−14−(−5)]+[-18−(−5)]+[6−(−5)]+[-2−(−5)]+[3−(−5)]5=8.8%\frac{{\lbrack-\text{14}-{(-\text{5})}\rbrack}+{\lbrack\text{-18}-{(-\text{5})}\rbrack}+{\lbrack\text{6}-{(-\text{5})}\rbrack}+{\lbrack\text{-2}-{(-\text{5})}\rbrack}+{\lbrack\text{3}-{(-\text{5})}\rbrack}}5=\text{8}\text{.8}\%5[−14−(−5)]+[-18−(−5)]+[6−(−5)]+[-2−(−5)]+[3−(−5)]​=8.8% A anB are incorrebecause the range anvarianof the three fun are follows: The numbers shown for varianare unrstooto in \"percent square" terms so thwhen taking the square root, the result is stanrviation in percentage terms. Alternatively, expressing stanrviation anvarianin cimform, one cavoithe issue of units; in cimform, the variances for FunABFunXYZ, anFunPQR are 0.0317, 0.0243, an0.0110, respectively.为什么用MA比较离散程度呢

2021-02-16 13:55 1 · 回答

NO.PZ2017092702000051 请问range是什么公式?

2021-02-10 11:50 1 · 回答

FunXYZ if the measure of spersion is the variance. FunAif the measure of spersion is the meabsolute viation. C is correct. The meabsolute viation (MA of FunABC’s returns is greater ththe Mof both of the other fun. MA∑in∣Xi−X‾∣nMA\frac{\splaystyle\sum_i^n{\vert Xi-\overline X\vert}}nMAni∑n​∣Xi−X∣​ where \(\overline X\) is the arithmetic meof the series. Mfor FunA= [−20−(−4)]+[23−(−4)]+[−14−(−4)]+[5−(−4)]+[−14−(−4)]5=14.4%\frac{{\lbrack-20-{(-4)}\rbrack}+{\lbrack23-{(-4)}\rbrack}+{\lbrack-14-{(-4)}\rbrack}+{\lbrack5-{(-4)}\rbrack}+{\lbrack-14-{(-4)}\rbrack}}5=14.4\%5[−20−(−4)]+[23−(−4)]+[−14−(−4)]+[5−(−4)]+[−14−(−4)]​=14.4% Mfor FunXYZ = [−33−(−10.8)]+[-12−(−10.8)]+[−12−(−10.8)]+[-8−(−10.8)]+[11−(−10.8)]5=9.8%\frac{{\lbrack-33-{(-10.8)}\rbrack}+{\lbrack\text{-12}-{(-10.8)}\rbrack}+{\lbrack-\text{12}-{(-10.8)}\rbrack}+{\lbrack\text{-8}-{(-10.8)}\rbrack}+{\lbrack\text{11}-{(-10.8)}\rbrack}}5=\text{9}\text{.8}\%5[−33−(−10.8)]+[-12−(−10.8)]+[−12−(−10.8)]+[-8−(−10.8)]+[11−(−10.8)]​=9.8% Mfor FunPQR = [−14−(−5)]+[-18−(−5)]+[6−(−5)]+[-2−(−5)]+[3−(−5)]5=8.8%\frac{{\lbrack-\text{14}-{(-\text{5})}\rbrack}+{\lbrack\text{-18}-{(-\text{5})}\rbrack}+{\lbrack\text{6}-{(-\text{5})}\rbrack}+{\lbrack\text{-2}-{(-\text{5})}\rbrack}+{\lbrack\text{3}-{(-\text{5})}\rbrack}}5=\text{8}\text{.8}\%5[−14−(−5)]+[-18−(−5)]+[6−(−5)]+[-2−(−5)]+[3−(−5)]​=8.8% A anB are incorrebecause the range anvarianof the three fun are follows: The numbers shown for varianare unrstooto in \"percent square" terms so thwhen taking the square root, the result is stanrviation in percentage terms. Alternatively, expressing stanrviation anvarianin cimform, one cavoithe issue of units; in cimform, the variances for FunABFunXYZ, anFunPQR are 0.0317, 0.0243, an0.0110, respectively.请教一下是否有这样的规律,可以总结出规律,一般A、B两组数,MA的,var也大?对待这类题目这样可以少算一组吗?

2021-02-06 09:38 1 · 回答

根据基础班课程,对比两组或以上数据的离散程度,已知均值和标准差,则用CV就可以判断离散程度的大小? Fun117.8/4=4.45 Fun215.6/10.8=1.44 Fun310.5/5.0=2.1 所以Fun1离散程度最大 所以在这里也可以基于CV判断,不是非要用十进制方差? 另外,老师可以把答案中的0.0317、0.0243、0.0110计算过程展示一下吗?

2020-10-18 12:11 1 · 回答