闫旭 · 2022年03月19日
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
这个概念不懂，标准差越大，则分散性越好，那不应该是CV越大风险越低么？
NO.PZ2018062016000053 问题如下 Given the table above, baseon the coefficient of variation,whimarket is least risky? A.Hong Kong B.Australi C.Italy B is correct. A market with lowest is the least risky one.CV(Hong Kong)=20.28/9.2=2.20CV(Australia)=19.2/10.3=1.86CV(Italy)=14.72/6.5=2.26 = 标准差/平均我弄不清为什么\"标准差/平均\"会是\"数值越低风险越低\"?
NO.PZ2018062016000053 问题如下 Given the table above, baseon the coefficient of variation,whimarket is least risky? A.Hong Kong B.Australi C.Italy B is correct. A market with lowest is the least risky one.CV(Hong Kong)=20.28/9.2=2.20CV(Australia)=19.2/10.3=1.86CV(Italy)=14.72/6.5=2.26 这题我是用S/mean，先用标准差平方，再除以me得到结果为Italy，为什么不对？
NO.PZ2018062016000053 问题如下 Given the table above, baseon the coefficient of variation,whimarket is least risky? A.Hong Kong B.Australi C.Italy B is correct. A market with lowest is the least risky one.CV(Hong Kong)=20.28/9.2=2.20CV(Australia)=19.2/10.3=1.86CV(Italy)=14.72/6.5=2.26 如果没有cv的话，用标准差判断风险大小可以吗？还是说判断风险大小是一定要用cv？
NO.PZ2018062016000053问题如下 Given the table above, baseon the coefficient of variation,whimarket is least risky?A.Hong KongB.AustraliaC.ItalyB is correct. A market with lowest is the least risky one.CV(Hong Kong)=20.28/9.2=2.20CV(Australia)=19.2/10.3=1.86CV(Italy)=14.72/6.5=2.26CV=标准差/平均数但是题目最右侧直接给了标准差啊，那这个平均数，怎么算呢？
NO.PZ2018062016000053 问题如下 Given the table above, baseon the coefficient of variation,whimarket is least risky? A.Hong Kong B.Australi C.Italy B is correct. A market with lowest is the least risky one.CV(Hong Kong)=20.28/9.2=2.20CV(Australia)=19.2/10.3=1.86CV(Italy)=14.72/6.5=2.26 CV的公式显示是要X100%，那么结果不应该是186.41%，220.43%，和226.46%吗？虽然不影响答题，但是想确认下。如果不用这样，那么乘100%的意义何在？
