- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 3. Statistical Measures of Asset Returns
- Subject 2. Measures of Dispersion
CFA Practice Question
A random variable, X, has a mean of 12 and a standard deviation of 14. If another variable, Y, is defined by Y = 2X - 3, the coefficient of variation of Y is ______.
A. 0.75
B. 1.33
C. 1.19
Explanation: You should remember two important points:
- Multiplying a random variable by a constant multiplies its mean and standard deviation by the same constant.
- Adding a constant to a random variable increases the mean by the same constant but leaves the standard deviation unchanged.
User Contributed Comments 6
User | Comment |
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Goran80 | Coefficient of variation of Y is standart deviation((X) / mean (X). |
rebecca07 | Sorry, pleas help. I dont really get this. Thanks! |
fiesta | How do you get standard deviation of Y...shouldn't you subtract three from 28? Thanks |
JimM | Standard deviation is not changed when a constant is added or subtracted to the numbers. It is changed when the numbers (values) are multiplied by a constant. The mean is adjusted by both. So, new mean = 2*old - 3 = 21. And, new std dev = 2*old = 28. coeff variation = std dev / mean = 28 / 21 = 1.33 |
migena | thanks a lot JimM!! |
navarro | Wao, can someone please explain this to me? I am having a lot of trouble understanding it. |