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光猪宋两利 · 2024年04月03日

这题计算好复杂，能不能用计算器直接算？

  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：

通过摁计算器可以直接求协方差么？记得可以直接摁出标准差

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已采纳答案

李坏_品职助教 · 2024年04月03日

嗨，努力学习的PZer你好：


计算器直接求协方差的前提是，给出两列变量的数据，然后求X和Y的协方差。


但这一题不是这个情况，这一题是给出不同情况下的两个变量的概率分布，所以只能用公式去分步骤计算了：

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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