NO.PZ2021061603000027
问题如下:
The average return for Portfolio A over the past twelve months is 3%, with a standard deviation of 4%. The average return for Portfolio B over this same period is also 3%, but with a standard deviation of 6%. The geometric mean return of Portfolio A is 2.85%. The geometric mean return of Portfolio B is:
选项:
A.less than 2.85%. B.equal to 2.85% C.greater than 2.85%.解释:
A is correct. The more disperse a distribution, the greater the difference between the arithmetic mean and the geometric mean。
所以标准差越大,算术平均和几何平均的差距越大。
A组合的标准差是4%,B的标准差是6%。B的标准差比A大,算数平均的几何平均的差距也要比组合A更大,所以几何平均应该是要小于2.85%,这样差距才会更大。
老师您好,看了您给其他学院的解答,本题目考点:
A>G>H
但是不理解为什么这道例题和SD会相关,何老师在本章中也没有讲过SD。不理解sd和其他算数平均几何评论的关联点,请问应该去看那个方面或者章节的知识点呢?