# What is the standard deviation of a normal distribution?

## What is the standard deviation of a normal distribution?

The **standard normal distribution** is a **normal distribution** with a mean of zero and **standard deviation** of 1.

## How does Standard Deviation affect normal distribution?

The **standard deviation** is a measure of variability. It defines the width of the **normal distribution**. The **standard deviation** determines how far away from the mean the values tend to fall.

## What does standard deviation mean in statistics?

A **standard deviation** is a **statistic** that measures the dispersion of a dataset relative to its **mean** and is calculated as the square root of the variance. ... If the data points are further from the **mean**, there is a higher **deviation** within the data set; thus, the more spread out the data, the higher the **standard deviation**.

## Why is standard deviation better than variance?

**Standard deviation** and **variance** are closely related descriptive statistics, though **standard deviation** is more commonly used because it is more intuitive with respect to units of measurement; **variance** is reported in the squared values of units of measurement, whereas **standard deviation** is reported in the same units as ...

## What is a high standard deviation value?

A **standard deviation** (or σ) is a measure of how dispersed the data is in relation to the mean. Low **standard deviation** means data are clustered around the mean, and **high standard deviation** indicates data are more spread out.

## What is standard deviation of portfolio?

Expected Return vs. **Standard Deviation**: An Overview The expected return of a **portfolio** is the anticipated amount of returns that a **portfolio** may generate, whereas the **standard deviation** of a **portfolio** measures the amount that the returns deviate from its mean.

## What is the standard deviation of a fully diversified portfolio?

d. With 100 stocks, the **portfolio** is well **diversified**, and hence the **portfolio standard deviation** depends almost entirely on the **average** covariance of the securities in the **portfolio** (measured by beta) and on the **standard deviation** of the market **portfolio**....Answers to Practice Questions.

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