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SSJasper · 2019年10月11日

问一道题：NO.PZ2017092702000155

  1. CFA I
  2. Quantitative

问题如下图：

    

选项：

A.

B.

C.

解释：


老师您好，问一下MAD是只能死算还是计算器上有简便的按键可以得出呢？


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1 个答案

星星_品职助教 · 2019年10月11日

同学你好，

MAD因为有绝对值等的原因，只能逐个数字输入计算。不便于计算也是MAD不怎么常用，而用的多是方差的原因之一。但是如果考试的时候，不会给出很多数字的，所以还是比较好算的。加油

SSJasper · 2019年10月12日

好的，多谢老师回答！

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NO.PZ2017092702000155 第一张竖表只给了9年的值，表头说有10年。数据没少给的话是要用第二张表的均值算剩下的一年吗？

2021-07-16 22:45 1 · 回答

NO.PZ2017092702000155 Monly. Manrange. C is correct. Both the range anMof the S&P 500 are greater ththe range anMof the sample portfolio. Thus both measures incate the S&P 500 is riskier. The range for the S&P 500 equals the stanbetween the lowest anhighest values in the taset. Thstanfor the S&P 500 is [29.60% – (–38.49%)] = 68.09%. Given ththis range is larger ththe range of the sample portfolio 67.09%, the S&P 500 appears riskier ththe sample portfolio. The Mfor the S&P 500 returns equals the sum of the absolute viations from the mereturn vithe number of observations. MA&P500 = 12.67% Given ththe Mfor the S&P 500 is greater ththe Mfor the sample portfolio (12.67% versus 11.78%), the S&P 500 appears riskier ththe sample portfolio. A is incorrebecause although the S&P 500 is correctly intifiehaving the larger range, the sample portfolio ha smaller MA B is incorrebecause although the S&P 500 is correctly intifiehaving the larger MA the Sample Portfolio ha smaller range. 看不到图表呢，怎么解决这个问题

2021-05-03 12:19 1 · 回答

NO.PZ2017092702000155 Monly. Manrange. C is correct. Both the range anMof the S&P 500 are greater ththe range anMof the sample portfolio. Thus both measures incate the S&P 500 is riskier. The range for the S&P 500 equals the stanbetween the lowest anhighest values in the taset. Thstanfor the S&P 500 is [29.60% – (–38.49%)] = 68.09%. Given ththis range is larger ththe range of the sample portfolio 67.09%, the S&P 500 appears riskier ththe sample portfolio. The Mfor the S&P 500 returns equals the sum of the absolute viations from the mereturn vithe number of observations. MA&P500 = 12.67% Given ththe Mfor the S&P 500 is greater ththe Mfor the sample portfolio (12.67% versus 11.78%), the S&P 500 appears riskier ththe sample portfolio. A is incorrebecause although the S&P 500 is correctly intifiehaving the larger range, the sample portfolio ha smaller MA B is incorrebecause although the S&P 500 is correctly intifiehaving the larger MA the Sample Portfolio ha smaller range. 这个题目没看懂考察的哪个知识点能指导下没？

2021-04-28 22:48 1 · 回答

NO.PZ2017092702000155 您好，这题我想问一下关于MA不可以因为S&P500的mean比较小，相当于每个值减去的数就少了，得出的MA会大一些，所以也是risky，这样思考来省去计算的步骤对吗？谢谢。

2021-04-20 13:36 2 · 回答

NO.PZ2017092702000155 Monly. Manrange. C is correct. Both the range anMof the S&P 500 are greater ththe range anMof the sample portfolio. Thus both measures incate the S&P 500 is riskier. The range for the S&P 500 equals the stanbetween the lowest anhighest values in the taset. Thstanfor the S&P 500 is [29.60% – (–38.49%)] = 68.09%. Given ththis range is larger ththe range of the sample portfolio 67.09%, the S&P 500 appears riskier ththe sample portfolio. The Mfor the S&P 500 returns equals the sum of the absolute viations from the mereturn vithe number of observations. MA&P500 = 12.67% Given ththe Mfor the S&P 500 is greater ththe Mfor the sample portfolio (12.67% versus 11.78%), the S&P 500 appears riskier ththe sample portfolio. A is incorrebecause although the S&P 500 is correctly intifiehaving the larger range, the sample portfolio ha smaller MA B is incorrebecause although the S&P 500 is correctly intifiehaving the larger MA the Sample Portfolio ha smaller range. 题目不显示图片，截图在提问时也无法添加上传

2021-04-05 20:15 2 · 回答