🎓CFA Final Prep All Topics

Deck 3 – Statistical Basics of Returns (

Card1 / 18
Question

How is mean absolute deviation computed?

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Answer

MAD=∑∣xi​−xˉ∣/n

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Question

What is the population variance formula?

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Answer

σ2=∑(xi​−μ)2/N

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Question

How does the geometric mean differ from the arithmetic mean for returns?

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Answer

It captures compound multi-period growth using (1+R) products.

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Question

Why is the arithmetic mean the best estimate of the next single-period return?

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Answer

It is the simple average of period returns.

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