A和G之间有个公式，是什么呢？

NO.PZ2021061603000027 问题如下 The average return for Portfolio A over the past twelve months is 3%, with a stanrviation of 4%. The average return for Portfolio B over this same periois also 3%, but with a stanrviation of 6%. The geometric mereturn of Portfolio A is 2.85%. The geometric mereturn of Portfolio B is: A.less th2.85%. B.equto 2.85% C.greater th2.85%. A is correct. The more sperse a stribution, the greater the fferenbetween the arithmetic meanthe geometric mean。所以标准差越大，算术平均和几何平均的差距越大。A组合的标准差是4%，B的标准差是6%。B的标准差比A大，算数平均的几何平均的差距也要比组合A更大，所以几何平均应该是要小于2.85%，这样差距才会更大。 解析看得懂，B 的A和G差距更大，但为什么非得是小于呢，远远大于不行吗？stanrviation大只说明波动大，A和G差距大呀。

NO.PZ2021061603000027 问题如下 The average return for Portfolio A over the past twelve months is 3%, with a stanrviation of 4%. The average return for Portfolio B over this same periois also 3%, but with a stanrviation of 6%. The geometric mereturn of Portfolio A is 2.85%. The geometric mereturn of Portfolio B is: A.less th2.85%. B.equto 2.85% C.greater th2.85%. A is correct. The more sperse a stribution, the greater the fferenbetween the arithmetic meanthe geometric mean。所以标准差越大，算术平均和几何平均的差距越大。A组合的标准差是4%，B的标准差是6%。B的标准差比A大，算数平均的几何平均的差距也要比组合A更大，所以几何平均应该是要小于2.85%，这样差距才会更大。 A组合的标准差是4%，B的标准差是6%。B的标准差比A大，算数平均的几何平均的差距也要比组合A更大，所以几何平均应该是要小于2.85%，这样差距才会更大。为什么不是几何平均大于2.85%，只是说了标准差大了。波荡就比较大，差距大

NO.PZ2021061603000027 问题如下 The average return for Portfolio A over the past twelve months is 3%, with a stanrviation of 4%. The average return for Portfolio B over this same periois also 3%, but with a stanrviation of 6%. The geometric mereturn of Portfolio A is 2.85%. The geometric mereturn of Portfolio B is: A.less th2.85%. B.equto 2.85% C.greater th2.85%. A is correct. The more sperse a stribution, the greater the fferenbetween the arithmetic meanthe geometric mean。所以标准差越大，算术平均和几何平均的差距越大。A组合的标准差是4%，B的标准差是6%。B的标准差比A大，算数平均的几何平均的差距也要比组合A更大，所以几何平均应该是要小于2.85%，这样差距才会更大。 解析看了，不是很理解，麻烦详细讲解一下，谢谢。

NO.PZ2021061603000027问题如下The average return for Portfolio A over the past twelve months is 3%, with a stanrviation of 4%. The average return for Portfolio B over this same periois also 3%, but with a stanrviation of 6%. The geometric mereturn of Portfolio A is 2.85%. The geometric mereturn of Portfolio B is: A.less th2.85%.B.equto 2.85%C.greater th2.85%. A is correct. The more sperse a stribution, the greater the fferenbetween the arithmetic meanthe geometric mean。所以标准差越大，算术平均和几何平均的差距越大。A组合的标准差是4%，B的标准差是6%。B的标准差比A大，算数平均的几何平均的差距也要比组合A更大，所以几何平均应该是要小于2.85%，这样差距才会更大。 老师，我想问问这道题是什么知识点和思路，不太理解。她的考点

NO.PZ2021061603000027问题如下The average return for Portfolio A over the past twelve months is 3%, with a stanrviation of 4%. The average return for Portfolio B over this same periois also 3%, but with a stanrviation of 6%. The geometric mereturn of Portfolio A is 2.85%. The geometric mereturn of Portfolio B is: A.less th2.85%. B.equto 2.85% C.greater th2.85%. A is correct. The more sperse a stribution, the greater the fferenbetween the arithmetic meanthe geometric mean。所以标准差越大，算术平均和几何平均的差距越大。A组合的标准差是4%，B的标准差是6%。B的标准差比A大，算数平均的几何平均的差距也要比组合A更大，所以几何平均应该是要小于2.85%，这样差距才会更大。 标准偏差越大，算数平均和几何平均的差距就越大，可是这道题并没有提到算数平均啊，只有portfolio a和b的几何平均，怎么比较呢。