NO.PZ2023091601000040
问题如下：
An analyst is looking to
combine two stocks with annual returns that are jointly normally distributed
and uncorrelated. Stock A has a mean return of 7% and a standard deviation of
returns of 20%; Stock B has a mean return of 12% and a standard deviation of
returns of 15%. If the analyst combines the stocks into an equally weighted
portfolio, what is the probability that the portfolio return over the next year
will be greater than 12%?
选项：
A.42.07%
44.32%
55.67%
57.93%
解释：
因为没有报经典题班，所以看不到解析和视频。谢谢！
