NO.PZ2018062016000051
问题如下:
Having collected mean returns for the three stocks, the analyst is now concerned about evaluating dispersion.Which of the following statements is least accurate?
选项:
A.Based on the variance,Stock A has the highest dispersion.
B.Based on the range,Stock C has the lowest dispersion.
C.Based on the mean absolute deviation(MAD),Stock B has the highest dispersion.
解释:
C is correct.
MAD(A)=(|-39-2.4|+|31-2.4|+|12-2.4|+|-4-2.4|+|12-2.4|)/5=19.12
MAD(B)=(|-35-4.4|+|25-4.4|+|15-4.4|+|0-4.4|+|17-4.4|)/5=17.52
MAD(C)=(|6-2|+|-8-2|+|11-2|+|-2-2|+|3-2|)/5=5.6
Based on the MAD,Stock A has the highest dispersion.
该题题目是要求least accurate,即最不正确的。所以选择C。
请问在那一部分能看到?