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Olivia.W🌸 · 2024年07月10日

方差怎么计算

  1. CFA I
  2. Portfolio

NO.PZ2018070201000092

问题如下：

Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:


 

选项：

A.

Security A has the highest total risk.

B.

Security B has the highest total risk.

C.

Security C has the highest total risk.

解释：

A is correct.

The total variance of security A is 0.3 2 =0.09

The total variance of security B is  0.25 2 =0.0625

The total variance of security C is  0.25 2 =0.0625

The total variance of A >The total variance of B =The total variance of C.

Security A has the highest total risk.

方差怎么计算

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1 个答案

Kiko_品职助教 · 2024年07月10日

嗨，从没放弃的小努力你好：


方差是标准差的平方。这道题标准差已经给了。就是中间列，直接平方计算即可。

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