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小鸣哥哥 · 2020年07月09日

问一道题:NO.PZ2015121802000021

问题如下:

Calculate the standard deviation of annual returns on an investment based on the following chart:

选项:

A.

1.2%.

B.

4.44%.

C.

19.7%.

解释:

B is correct.

Mean annual return = (4% - 3% - 4% + 3% + 6%) / 5 = 1.2%

Squared deviations 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 = 27.04

3% -1.2% =1.8%    (1.8%2= 3.24

6% -1.2% = 4.8%    (4.8%) 2= 23.04

Sum of squared deviations = 7.84 + 17.64 + 27.04 + 3.24+ 23.04 = 78.8

Sample variance = 78.8/(5 - 1) = 19.7

Sample standard deviation = 19.71/2= 4.44%

老师你好,我用geometric mean 去计算了他的平均值回报,为什么本题使用arithmetic mean去计算呢?

1 个答案
已采纳答案

丹丹_品职答疑助手 · 2020年07月09日

嗨,努力学习的PZer你好:


同学你好,本题考查的是standard deviation ,计算这个的时候我们都是用算术平均的。同学可以记一下


-------------------------------
努力的时光都是限量版,加油!


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