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kevinzhu · 2020年01月09日

问一道题：NO.PZ2015121802000021 [ CFA I ]

  1. CFA I
  2. Portfolio

问题如下图：

选项：

A.

B.

C.

解释：

计算器的计算步骤麻烦列一下，谢谢
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3 个答案

王秋宇 · 2022年04月29日

按您说的方法，计算器中还有个西格玛X，等于3.969887，是什么意思

丹丹_品职答疑助手 · 2021年03月18日

嗨，努力学习的PZer你好：


同学你好，请再试一次或者列明自己的计算过程。答案是没问题的哈

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努力的时光都是限量版，加油！

星星_品职助教 · 2020年01月09日

同学你好，

这道题就是老师讲的算方差标准差的计算器方法，没有额外需要注意的地方。首先2nd + 7输入所有的X值也就是 annual return的5个值。所有Y01-Y05都直接按向下箭头不用管。然后直接2nd + 8看结果找到Sx就可以。

大马勺 · 2021年03月17日

老师，我按着你这个算法计算，最后sx=10.04这是什么情况。。

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NO.PZ2015121802000021问题如下Calculate the stanrviation of annureturns on investment baseon the following chart:A.1.2%.B.4.44%.C.19.7%.B is correct.Meannureturn = (4% - 3% - 4% + 3% + 6%) / 5 = 1.2%Squareviations from the mean: 4%-1.2%=2.8% （2.8%）2= 7.84-3% -1.2% = -4.2% （-4.2%）2 = 17.64-4% -1.2% = -5.2% （-5.2%）2 = 27.043% -1.2% =1.8% （1.8%）2= 3.246% -1.2% = 4.8% （4.8%） 2= 23.04Sum of squareviations = 7.84 + 17.64 + 27.04 + 3.24+ 23.04 = 78.8Sample varian= 78.8/(5 - 1) = 19.7Sample stanrviation = 19.71/2= 4.44%什么时候要除n-1 什么时候除n

2024-02-27 13:24 1 · 回答

NO.PZ2015121802000021 问题如下 Calculate the stanrviation of annureturns on investment baseon the following chart: A.1.2%. B.4.44%. C.19.7%. B is correct.Meannureturn = (4% - 3% - 4% + 3% + 6%) / 5 = 1.2%Squareviations from the mean: 4%-1.2%=2.8% （2.8%）2= 7.84-3% -1.2% = -4.2% （-4.2%）2 = 17.64-4% -1.2% = -5.2% （-5.2%）2 = 27.043% -1.2% =1.8% （1.8%）2= 3.246% -1.2% = 4.8% （4.8%） 2= 23.04Sum of squareviations = 7.84 + 17.64 + 27.04 + 3.24+ 23.04 = 78.8Sample varian= 78.8/(5 - 1) = 19.7Sample stanrviation = 19.71/2= 4.44% 老师这道题用计算器好像很快？我直接按x1, x2, x3...计算器显示Sx=4.438468?

2022-09-18 05:27 3 · 回答

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