单选题
For an investment portfolio, the coefficient of variation of the returns on the portfolio is best described as measuring:
A、
A. risk per unit of mean return.
B、
B. mean return per unit of risk.
C、
C. mean excess return per unit of risk.
【正确答案】
A
【答案解析】
[分析] 变差系数(CV)的计算公式为:
式中,s
x
表示观测值x的标准差,
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