In a 5-year period, the annual returns on an investment are 5%, －3%, －4%,2%, and 6%. The standard deviation of annual returns on this investment is closest to: —— 财会经济>CFA特许金融分析师 > CFA考试（Level Ⅰ）

财会经济>CFA特许金融分析师 > CFA考试（Level Ⅰ） > Study Session 12　Portfolio Management

单选题 编号：2686135

1. In a 5-year period, the annual returns on an investment are 5%, －3%, －4%,2%, and 6%. The standard deviation of annual returns on this investment is closest to: