一级mock69 177题协方差，请老师回答，谢谢！
请问mock69 177题计算协方差，前面计算都没有问题，唯一问题是最后为什么除以3而不是4？！
原题如下：
117. An analyst has gathered monthly returns for two stock indexes A and B:
Month Returns for Index A Returns for Index B
1 ‐6.4% ‐6.2%
2 6.6% 19.0%
3 12.9% ‐7.7%
4 3.2% 4.0%
The converiance between Index A and Index B is closest to:
A. 10.37.
B. 13.82
C. 19.64
答案如下：117. Correct answer: B
Solution:
Calculation of the covariance proceeds as follows:
1) Compute the average for each index:
Index A = (‐6.4 + 6.6 + 12. 9+3.2)/4 = 4.08
Index B = (‐6.2 + 19.0 ‐ 7.7 + 4)/4 = 2.28
2) Compute the following sum:
(‐6.4‐4.08) x (‐6.2‐2.28) + (6.6‐4.08) x (19.0‐2.28) + (12.9‐4.08) x (‐7.7‐2.28) ‐
(3.2‐4.08) x (4.0‐2.28)= 41.47
3) Divide the sum found in 2) by number of observation minus one = 41.47/(4‐1)
=13. 82 |
发表于 2013-9-12 09:11
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