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chyje2007 · 2018年08月13日

问一道题：NO.PZ2015121802000021 [ CFA I ]

  1. CFA I
  2. Portfolio

问题如下图：

选项：

A.

B.

C.

解释：

第一步求平均值时为什么不用几何平均数而用算数平均数

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1 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年08月14日

同学你好，这是数量部分计算样本标准差的公式，是约定俗成的计算方法，截图为数量基础班讲义第60页的公式：

chyje2007 · 2018年11月16日

这道题也没有说是sample为什么除以n-1而不是n呢

Shimin_CPA税法主讲、CFA教研 · 2018年11月16日

计算单个资产的标准差不是portfolio management这门课的重点。另外，我们计算标准差是为了衡量这个资产的风险，所以通常是选取这个资产某段时间的收益率来计算的，这里就没有数量这么严谨。如果考试真的遇到了，可以按sample和population的都算一下。

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