NO.PZ2018062001000008
问题如下:
Maud, an analyst of an investment company, she made two scenarios of portfolio returns under different economic situations:
The expected portfolio return is closest to:
选项:
A.14.0%
B.10.2%.
C.5.2%
解释:
Good economic situation scenario: The expected return = 20%×50%+10%×50%=15%
Bad economic situation scenario: The expected return=5%×60%+(-10%)×40%= -1%
The general expected return=70%×15%+30%×(-1%)=10.2%.
老师你好,这道题我没理解。之前我问过如果题干中问的是expected portfolio return的话是不是就是算加权平均。我把对应的权重都加起来是14%.
20%×50%+10%×50%+5%×60%+(-10%)×40%这样算的。有什么不对呢?