问题如下图:
选项:
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解释:
E(x1) E(x2),怎么算?
NO.PZ2020010304000015 The expecteprofits are E[P] = 20% * E[X1] + 80% * E[X2] = 4.18.
NO.PZ2020010304000015 4.18; 70.39 2.18; 8.39 2.18; 70.39 The expecteprofits are E[P] = 20% * E[X1] + 80% * E[X2] = 4.18. The varianof the portfolio is (20%)^2*Var[X1] + (80%)^2*Var[X2] + 2(20%)(80%)Cov[X1, X2] This value is 0.04 * 1534.36 + 0.64 * 2.41 + 2 * 0.16 * 23.37 = 70.39, anso the stanrviation is US8.39M.这计算量很大啊,就硬算么,一道题五分钟都不一定算的出来啊
我这边算出来cov(s,b)=43.217,答案上给的是23.几,是怎么得到的啊
能否麻烦把这道题带数字版的解答写上来,var(small) var(big) cov(small, big) ,谢谢!
麻烦写一个下Cov(x1, x2)的过程,感谢