之前小编给你说的是CFA道德科目的考试题，今天小编给你说说其他科目的CFA考试题，投资组合收益率的标准差CFA考试题难度如何？遇到这类题如何计算？
今天小编分享的是计算题，看看你是不是能不能做对呢？如果你能做对，那你这部分知识是掌握了！
Based on historical returns, a portfolio has a Sharpe ratio of 2.0. If the mean return to the portfolio is 20%, and the mean return to a risk-free asset is 4%, the standard deviation of return on the portfolio is closest to:
根据历史回报率，投资组合的夏普比率为2.0。如果投资组合的平均收益率为20%，无风险资产的平均收益率为4%，则投资组合收益率的标准差zui接近于:
A．12%.
B．8%.
C．10%.
【答案】B查看答案
【解析】
The Sharpe ratio for a portfolio p, based on historical returns, is defined as Where is the mean return to the portfolio is the mean return to a risk-free asset, and sp is the stancard deviation of return on the portfolio In this instance, 2= (20%-4%)/sp Solving forsp: sp = (20%- 4%)/2 = 8%
这道考试题是CFA Level Ⅰ知识点哦！你是不是掌握了呢？如果你在备考中没有考试题，这边有电子版和纸质版的考试题，有需要可以在线咨询为你解答哦！
