题目
The average return for Portfolio A over the past twelve months is 3%, with a standard deviation of 4%. The average return for Portfolio B over this same period is also 3%, but with a standard deviation of 6%. The geometric mean return of Portfolio A is 2.85%. The geometric mean return of Portfolio B is:
选项
A.less than 2.85%.
B.equal to 2.85%.
C.greater than 2.85%.
答案
A
解析
A is correct. The more disperse a distribution, the greater the difference between the arithmetic mean and the geometric mean.选项A是正确的。对于任何一个数据集来说，算术平均数是唯一的，而且其数值大小与数据集中每一个数据都有关，如果数据集中有异常值，将会使算术平均数发生很大的变化。因此，当数据集越分散，对算数平均数的影响就越大，也就使得算术平均值和几何平均值之间的差异越大。