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标题: 问一到题目L1 MOCK [打印本页]

作者: maomaoquithk 时间: 2010-5-16 23:50 标题: 问一到题目L1 MOCK

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

作者: jikehurry 时间: 2010-5-17 00:08

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

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