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010****0328 · 2021年02月23日

请问可以讲解一下吗 用的哪个公式呢

NO.PZ2018062016000053

问题如下:

Given the table above, based on the coefficient of variation,which market is least risky?

选项:

A.

Hong Kong

B.

Australia

C.

Italy

解释:

B is correct. A market with lowest CV is the least risky one.

CV(Hong Kong)=20.28/9.2=2.20

CV(Australia)=19.2/10.3=1.86

CV(Italy)=14.72/6.5=2.26

没有理解这个题求的是什么
1 个答案

星星_品职助教 · 2021年02月23日

同学你好,

题干要求“based on the coefficient of variation...”,所以这道题考察的是CV的计算。

CV是一个相对离散程度的衡量,而离散程度又代表了风险,所以CV最小的市场就是“least risky”。

附上讲义对应部分供参考。这个概念最主要的就是考公式的理解和计算。

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