NO.PZ2022062760000004
问题如下：
A risk manager is calculating the VaR of a fund with a data set of 50 weekly returns. The mean weekly return
estimated from the sample is 8% with a standard deviation of 17%. Assuming that weekly returns are
independent and identically distributed, what is the standard deviation of the mean weekly return?
选项：
A.0.4%
B.0.7%
C.2.4%
D.10%
解释：
中文解析：
周化σ=年化σ/sqrt多少周=17%/sqrt(50) = 2.4%
In order to calculate the standard deviation of the mean weekly returns, we must divide
the standard deviation of the return series by the square root of the sample size.
Therefore, the correct answer is 17%/sqrt(50) = 2.4%.
这题干不是已经说了weekly return standard deviation是17%了吗？（The mean weekly return estimated from the sample is 8% with a standard deviation of 17%. ）
那为啥还要我求 standard deviation of the mean weekly return?
我看解析是说用平方根法则来算，那题干给出的17%应该是annualized return standard deviation才对呀。
