14．An analyst developed the following probability distribution of the rate of return for a common stock: Scenario | Probability | Rate of Return | 1 | 0.25 | 0.08 | 2 | 0.50 | 0.12 | 3 | 0.25 | 0.16 |
The standard deviation of the rate of return is closest to:
Select exactly 1 answers from the following:
A. 0.0200. B. 0.0267. C. 0.0283. D. 0.0400.
答案和详解如下！
Feedback: Correct answer: C Quantitative Methods for Investment Analysis, Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkle (CFA Institute, 2004), pp. 132?34 2006 Modular Level I, Vol. I, pp. 308-311 Study Session 2-8-j define, calculate, and interpret 1) a range and mean absolute deviation, and 2) a sample and a population variance and standard deviation
Expected value = 0.12 Variance = 0.0008 Standard deviation = 0.0283
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发表于 2006-11-22 10:56
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