Reading 7: Statistical Concepts and Market Returns-LOS i, (P - Quantitative - 【CFA一级试题精选】 - CFA论坛

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发表于 2010-4-9 15:05 | 只看该作者

What is the coefficient of variation for a distribution with a mean of 10 and a variance of 4?

40%.

25%.

20%.

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发表于 2010-4-9 15:06 | 只看该作者

What is the coefficient of variation for a distribution with a mean of 10 and a variance of 4?

40%.

25%.

20%.

Coefficient of variation, CV = standard deviation / mean. The standard deviation is the square root of the variance, or 4^? = 2. So, CV = 2 / 10 = 20%.

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发表于 2010-4-9 15:06 | 只看该作者

If the historical mean return on an investment is 2.0% and the standard deviation is 8.8%, what is the coefficient of variation (CV)?

1.76.

4.40.

6.80.

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发表于 2010-4-9 15:06 | 只看该作者

If the historical mean return on an investment is 2.0% and the standard deviation is 8.8%, what is the coefficient of variation (CV)?

1.76.

4.40.

6.80.

The CV = the standard deviation of returns / mean return or 8.8% / 2.0% = 4.4.

zaestau

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发表于 2010-4-26 18:22 | 只看该作者

kison

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发表于 2010-8-24 21:12 | 只看该作者