[单选题]

In a 5-year period, the annual returns on an investment are 5%, -3%, -4%,2%, and 6%. The standard deviation of annual returns on this investment is closest to:

A.4.0%.

B.4.5%.

C.20.7%.

参考答案与解析:

相关试题

A country's year-end consumer price index over a 5-year period is as follows:<br />Year 1

[单选题]A country's year-end consumer price index over a 5-year period is as follow

  • 查看答案
  • An asset has an annual return of 19.9%, standard deviation of returns of 18.5%, and correlation with

    [单选题]An asset has an annual return of 19.9%, standard deviation of returns of 18

  • 查看答案
  • The current 4-year spot rate is 4% and the current 5-year spot rate is 5.5%. What is the 1-year forw

    [单选题]The current 4-year spot rate is 4% and the current 5-year spot rate is 5.5%

  • 查看答案
  • If the yield on a 5-year U.S. corporate bond is 7.39% and the yield on a 5-year U.S. Treasury note i

    [单选题]If the yield on a 5-year U.S. corporate bond is 7.39% and the yield on a 5-

  • 查看答案
  • Annual returns on small stocks have a population mean of 12% and a population standard deviation of

    [单选题]Annual returns on small stocks have a population mean of 12% and a populati

  • 查看答案
  • The covariance of the market's returns with a stock's returns is 0.005 and the standard de

    [单选题]The covariance of the market's returns with a stock's returns is 0.005 and

  • 查看答案
  • Over a four-year period, a portfolio has returns of 10%, –2%, 18%, and –12%. The geometric mean retu

    [单选题]Over a four-year period, a portfolio has returns of 10%, –2%, 18%, and –12%

  • 查看答案
  • A noncallable, AA-rated, 5-year zero-coupon bond with a yield of 6% is least likely to have:

    [单选题]A noncallable, AA-rated, 5-year zero-coupon bond with a yield of 6% is leas

  • 查看答案
  • Which of the following 5-year bonds has the highest interest rate risk?

    [单选题]Which of the following 5-year bonds has the highest interest rate risk?A.A

  • 查看答案
  • Use the below table, containing average annual returns for eleven investment managers.<br />&l

    [单选题]Use the below table, containing average annual returns for eleven investmen

  • 查看答案
  • In a 5-year period, the annual returns on an investment are 5%, -3%, -4%,2%, and 6%. The standard de