问一到题目L1 MOCK following, common, returns, variation

maomaoquithk

MOCK 2009中的

 

An analyst gathered the following infromation about  a common stock portfolio:

Arithmetic mean return: 14.3%

Geomeric mean return: 12.7%

Variance of returns: 380

Portfolio beta: 1.35

 

if the risk free rate of return is 4.25%, then the coefficient of variation is cloest to :

 

A. 0.52

B. 1.36
C. 1.53

 

本人很菜，解答实在没看懂，求大家帮忙解答！谢谢

jikehurry

CV=standard deviation/mean(算术的） 就是380开根号/14.3