开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

肉团诗😋 · 2021年06月26日

题外问题：如何区分问的是sample 的standards deviation 还是population的

  1. CFA I
  2. Portfolio

NO.PZ2015121802000021

问题如下：

Calculate the standard deviation of annual returns on an investment based on the following chart:

选项：

A.

1.2%.

B.

4.44%.

C.

19.7%.

解释：

B is correct.

Mean annual return = (4% - 3% - 4% + 3% + 6%) / 5 = 1.2%

Squared deviations 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 = 27.04

3% -1.2% =1.8%    （1.8%）2= 3.24

6% -1.2% = 4.8%    （4.8%） 2= 23.04

Sum of squared deviations = 7.84 + 17.64 + 27.04 + 3.24+ 23.04 = 78.8

Sample variance = 78.8/(5 - 1) = 19.7

Sample standard deviation = 19.71/2= 4.44%

题外问题：如何区分问的是sample 的standards deviation 还是population的

添加评论
2 个答案

丹丹_品职答疑助手 · 2021年09月01日

嗨，爱思考的PZer你好：


同学你好，用sample的数值，题目给了明确的样本情况

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

丹丹_品职答疑助手 · 2021年06月27日

嗨，爱思考的PZer你好：


同学你好，一般情况下，如果题目中给出具体的例子，我们会用sample。正常的考题，除了数量科目，其他科目我们可以认为都是population的，本身二者答案结果差的也不多，其他科目不侧重这个

----------------------------------------------
加油吧，让我们一起遇见更好的自己！

木木RJ · 2021年08月31日

老师，这道题目计算器Sx=4.4%, popluation的结果可是3.96%，所以到底用哪个，有点迷糊

  • 2

    回答

  • 0

    关注

  • 457

    浏览
相关问题

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

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% 第二个问题，为啥sample是除以n-1，数量学科有这个公式但太久了记不清了，谢谢老师

2022-08-12 23:17 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% 题目中并没有明确是样本还是总体，如何判断是样本？考试中未明确的是否都按照样本（即n-1）处理？

2022-06-07 15:54 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%老师这道题在组合后面的练习题做到了为什么不能用求TWRR那种几何平均直接相乘开根号减一那样算呢

2022-03-26 11:47 1 · 回答