问题如下:
An investment has probabilities of 0.1, 0.3, 0.2, 0.3, and 0.1 of giving one-year returns equal of 30%, 20%, 10%, 0%, and −10%. What is the mean return and the standard deviation of the return?
解释:
The mean return is 10%. The expected squared return is 0.024 so that the standard deviation of