NO.PZ2018062016000073
问题如下:
Given the probability distribution above, what is the standard deviation of return of stock A?
选项:
A.16%
B.8%
C.2.56%
解释:
A is correct.
Expected return of stock A=0.2*30%+0.6*10%+0.2*(-20%)=8%
Variance(RA)=0.2(30%-8%)2+0.6*(10%-8%)2+0.2*(-20%-8%)2=0.0256
Standard deviation(RA)=0.02560.5=0.16
如题