NO.PZ2023091601000036
问题如下:
An investor holds a portfolio
of stocks A and B. The current value, estimated annual expected return and
estimated annual standard deviation of returns are summarized in the table
below:
If the correlation
coefficient of the returns on stocks A and B is 0.3,then the expected value of
the portfolio at the end of this year ,within two standard deviations ,will be
between:
选项:
A.USD 69,00
and USD 134,400
USD
71,800 and USD 145,400
USD
78,200 and USD 139,000
USD
81,400 and USD 135,800
解释:
求解析