单选题 An analyst does research about the standardized value. A distribution of returns has a mean of 12% and a standard deviation of 4%. If the returns are normallydistributed, the standardized value (z-value) for a return of 10% is closest to:
A. -0.1
B. -0.5
C. 0.5

【正确答案】 B

【答案解析】[解析] 本题考查计算z-value的基本公式。z-value=(10%-12%)/4%=-0.5。