When comparing two portfolios with the same return, the one with the LOWER standard deviation is generally considered:

a.Riskier and less desirable
b.Guaranteed to outperform
c.Identical in every respect
d.Less volatile and thus more attractive on a risk-adjusted basis

解析

Standard deviation measures total volatility; for equal returns, the portfolio with lower standard deviation delivers those returns with less risk. Risk-averse investors prefer the less volatile portfolio. This underlies risk-adjusted performance comparisons.

免费刷完整 100 道题库 — 无需注册。

同考点相关题目

最近核对: · 审核流程

PrepPass 编辑团队 · 依据官方资料核对 NASAA Series 66 Uniform Combined State Law Exam · 我们如何核对
反馈