问题如下:
Calculate the portfolio's standard deviation according to the data in the following table:
选项:
A. 12.78%
B. 10.92%
C. 8.67%
解释:
C is correct.
Correct answer:
l(0.30)2(0.10)2+(0.70)2(0.15)2+2(0.30)(0.70)(0.10)(0.15)(−0.70)=0.0009+0.011025−0.00441=0.007515=0.0867=8.67%
Incorrect answer:
l(0.30)2(0.10)2+(0.70)2(0.15)2+2(0.30)(0.70)(0.10)(0.15)(0.70)=0.0009+0.011025+0.00441=0.016335=0.1278=12.78%
l(0.30)2(0.10)2+(0.70)2(0.15)2=0.0009+0.011025=0.011925=0.1092=10.92%
请问计算错在哪里?得到的是12.78