[一級數(shù)量] The average return for Portfolio A over the past twelve months is 3% with a
standard deviation of 4%. The average return for Portfolio B over this same
period is also 3% but with a standard deviation of 6%. The geometric mean
return of Portfolio A is 2.85%. The geometric mean return of Portfolio B is:
A less than 2.85%.
B equal to 2.85%.
C greater than 2.85%.