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啵啵啵啵啵啵儿儿 · 2020年04月28日

问一道题：NO.PZ2018062016000051 [ CFA I ]

  1. CFA I
  2. Quantitative

问题如下：

Having collected mean returns for the three stocks, the analyst is now concerned about evaluating dispersion.Which of the following statements is least accurate?

选项：

A.

Based on the variance,Stock A has the highest dispersion.

B.

Based on the range,Stock C has the lowest dispersion.

C.

Based on the mean absolute deviation(MAD),Stock B has the highest dispersion.

解释：

C is correct.

MAD(A)=(|-39-2.4|+|31-2.4|+|12-2.4|+|-4-2.4|+|12-2.4|)/5=19.12

MAD(B)=(|-35-4.4|+|25-4.4|+|15-4.4|+|0-4.4|+|17-4.4|)/5=17.52

MAD(C)=(|6-2|+|-8-2|+|11-2|+|-2-2|+|3-2|)/5=5.6

Based on the MAD,Stock A has the highest dispersion.

请问老师 range能看出离散程度呢？不是只能看出一个范围？
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已采纳答案

星星_品职助教 · 2020年04月29日

同学你好，

range这个概念就是离散程度的衡量，range越大，说明离散程度越高。

这一个知识点下讲的所有概念：range，MAD，方差/标准差，CV，都是离散程度的衡量

sarahjia · 2021年01月03日

你好老师，这个算出来MAD是A最大为什么答案还是C呢是没有更新吗还是有其他理解？谢谢

星星_品职助教 · 2021年01月03日

@sarahjia

题目要选的是“ least accurate”一项，C的描述不正确。所以选择C

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