The target semideviation of the returns over the 10 years, if the target is 2 percent, is

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The target semideviation of the returns over the 10 years, if the target is 2 percent, is closest to:

A. 1.42 percent.

B. 1.50 percent.

C. 2.01 percent.

A fund had the following experience over the past 10 years:

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2024 CFA Program Curriculum Level I Volume 1

ISBN: 9781953337672

1st Edition

Authors: CFA Institute

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Question Posted: Feb 01, 2024 08:30 AM

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The target semideviation of the returns over the 10 years, if the target is 2 percent, is

Question:

Year 1 2 3 4567 8 Exhibit 1: Performance over 10 Years 9 10 Return 4.5% 6.0% 1.5% -2.0% 0.0% 4.5% 3.5% 2.5% 5.5% 4.0%

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B is correct The target semideviation of the returns over the 10 years wit...View the full answer

2024 CFA Program Curriculum Level I Volume 1

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