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pengyaning · 2023年10月14日

求解析

  1. FRM I
  2. Quantitative

NO.PZ2023091601000016

问题如下：

An economic analyst as calculated the probabilities of three possible states for the economy next year：growth ,normal ,and recession .A bank analyst has estimated the possible returns on two stocks, A and B, in each of the three scenarios shown in the following table：

Given that the standard deviation of the estimated returns on stocks A and B are 16.0% and9.8%,respectively,what is the covariance of the estimated returns on stocks A and B? (Important)

选项：

A.

-0.0187

B.

-0.0156

C.

0.0156

D.

0.0178

解释：

求解析！谢谢！

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1 个答案

DD仔_品职助教 · 2023年10月16日

嗨，从没放弃的小努力你好：


同学你好，

具体请看下图：

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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