Q4. Assuming a mean of 7.2%, what is the sample standard deviation of the returns for ABC Mutual Fund for the period 1991-2000? A) 7.8%. B) 9.1%. C) 9.8%.
Q5. Annual Returns on ABC Mutual Fund 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 11.0% 12.5% 8.0% 9.0% 13.0% 7.0% 15.0% 2.0% -16.5% 11.0% If the risk-free rate was 4.0% during the period 1991-2000, what is the Sharpe ratio for ABC Mutual Fund for the period 1991-2000? A) 0.52. B) 0.68. C) 0.35.
Q6. When creating intervals around the mean to indicate the dispersion of outcomes, which of the following measures is the most useful? The A) variance. B) standard deviation. C) median.
Q7. Given the following annual returns, what are the population variance and standard deviation, respectively? 2000 2001 2002 2003 2004 15% 2% 5% -7% 0%. A) 64.5; 8.0. B) 32.4; 5.7. C) 51.6; 7.2.
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发表于 2009-1-6 11:43
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