fdzh · 2023年11月01日
NO.PZ2023091601000114
问题如下：
Consider two stocks, A and
B. Assume their annual returns are jointly normally distributed, the marginal
distribution of each stock has mean 2% and standard deviation 10%, and the
correlation is 0.9. What is the expected annual return of stock A if the annual
return of stock B is 3%?
选项：
A.2%
B.2.9%
C.4.7%
D.1.1%
解释：
不太确定是用哪个知识点
NO.PZ2023091601000114问题如下 Consir two stocks, A an. Assume their annureturns are jointly normally stribute the marginalstribution of eastohme2% anstanrviation 10%, anthecorrelation is 0.9. Whis the expecteannureturn of stoA if the annualreturn of stoB is 3%? A.2%B.2.9%C.4.7%1.1%老师好，1、从哪些表述能看出来，A相当于Y，B相当于X呀？2、jointly normally stribute想说A+B服从正态分布？3、marginstribution of easto又是想表达什么？
NO.PZ2023091601000114问题如下 Consir two stocks, A an. Assume their annureturns are jointly normally stribute the marginalstribution of eastohme2% anstanrviation 10%, anthecorrelation is 0.9. Whis the expecteannureturn of stoA if the annualreturn of stoB is 3%? A.2%B.2.9%C.4.7%1.1%用的是什么公式 什么知识点
