CFA Practice Question

There are 147 practice questions for this study session.

CFA Practice Question

The monthly standard deviation for a 1-year T-bill is 8.528%. The annualized standard deviation (interest rate volatility) should be:

A. 0.7107%
B. 2.472%
C. 29.54%
Correct Answer: C

8.528% x 121/2 = 29.54%.

User Contributed Comments 1

User Comment
Logaritmus monthly std dev >= yearly std. dev so take C without computation
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