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chyje2007 · 2018年08月14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：

第一步算平均值为什么不用几何平均而用算数平均数？还有这道题算标准差公式用的是样本计算公式，而不是这节ppt公式给的标准差算法呀？为什么呢

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Shimin_CPA税法主讲、CFA教研 · 2018年08月14日

这是标准差的定义，在任何参考书、或者百度都可以查到。标准差反映了一个数据集的离散程度，是各单位标准值与其平均数（算术平均、数学期望）离差平方的算术平均数的平方根。

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NO.PZ2015121802000021问题如下Calculate the stanrviation of annureturns on investment baseon the following chart:A.1.2%.B.4.44%.C.19.7%.B is correct.Meannureturn = (4% - 3% - 4% + 3% + 6%) / 5 = 1.2%Squareviations from the mean: 4%-1.2%=2.8% （2.8%）2= 7.84-3% -1.2% = -4.2% （-4.2%）2 = 17.64-4% -1.2% = -5.2% （-5.2%）2 = 27.043% -1.2% =1.8% （1.8%）2= 3.246% -1.2% = 4.8% （4.8%） 2= 23.04Sum of squareviations = 7.84 + 17.64 + 27.04 + 3.24+ 23.04 = 78.8Sample varian= 78.8/(5 - 1) = 19.7Sample stanrviation = 19.71/2= 4.44%什么时候要除n-1 什么时候除n

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NO.PZ2015121802000021 问题如下 Calculate the stanrviation of annureturns on investment baseon the following chart: A.1.2%. B.4.44%. C.19.7%. B is correct.Meannureturn = (4% - 3% - 4% + 3% + 6%) / 5 = 1.2%Squareviations from the mean: 4%-1.2%=2.8% （2.8%）2= 7.84-3% -1.2% = -4.2% （-4.2%）2 = 17.64-4% -1.2% = -5.2% （-5.2%）2 = 27.043% -1.2% =1.8% （1.8%）2= 3.246% -1.2% = 4.8% （4.8%） 2= 23.04Sum of squareviations = 7.84 + 17.64 + 27.04 + 3.24+ 23.04 = 78.8Sample varian= 78.8/(5 - 1) = 19.7Sample stanrviation = 19.71/2= 4.44% 第二个问题，为啥sample是除以n-1，数量学科有这个公式但太久了记不清了，谢谢老师

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