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FrankSun · 2019年12月22日

问一道题：NO.PZ2018070201000092

  1. CFA I
  2. Portfolio

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.

老师，衡量总风险到底最准确的应该是standar diviation还是variance？

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1 个答案

星星_品职助教 · 2019年12月23日

同学你好，

衡量风险用这两者都可以，这两者是一样的，因为就是一个平方关系。、

相对来说，标准差的概念用的多一些。有的题目会给方差，但是最后要求求标准差，注意一下即可，加油。

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