NO.PZ2020011303000051
问题如下:
The change in the value of a portfolio over one day is normally distributed with a mean of 0.5 and a standard deviation of 2. What are the mean and standard deviation over ten days? Assume that changes in successive days are independent.
解释:
The mean change is 0.5 × 10 = 5. The standard deviation of the change is 2×10^(1/2) = 6.32
组合的价值在一天之内的变化服从正态分布,均值是0.5,标准差是2,求10天之内的均值与标准差是多少?
The mean change is 0.5 × 10 = 5. The standard deviation of the change is 2×10^(1/2) = 6.32
公式是什么?标准差和天数有什么关系吗?