12．The scale-free measure of relative dispersion that is useful in making direct comparisons among different asset classes is the:
Select exactly 1 answers from the following:
A. range. B. variation. C. standard deviation. D. coefficient of variation.
答案和详解如下！
Feedback: Correct answer: D
Quantitative Methods for Investment Analysis, Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkel (CFA Institute, 2004), pp. 139-140 2006 Modular Level I, Vol. I, pp. 315-317 Study Session 2-8-m define, calculate, and interpret the coefficient of variation and the Sharpe ratio
The coefficient of variation is the ratio of the standard deviation of a set of observations to their mean value. This scale-free measure permits direct comparisons of dispersion across different data sets.
| 
发表于 2006-11-22 10:36
| 