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tuotuo1986 · 2018年11月13日

问一道题：NO.PZ2015121802000021

  1. CFA I
  2. Portfolio

计算标准差为什么用sample的公式，为什么不用population的公式，题目没说给出的5年return是sample啊？

问题如下图：

    

选项：

A.

B.

C.

解释：



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Shimin_CPA税法主讲、CFA教研 · 2018年11月13日

同学你好，首先计算单个资产的标准差不是portfolio management这门课的重点。另外呢，我们计算标准差是为了衡量这个资产的风险，所以通常是选取这个资产某段时间的收益率来计算的，没有数量这么严谨。如果考试真的遇到了，可以按sample和population的都算一下。

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