NO.PZ2016062402000012
问题如下:
Consider a stock with an initial price of $100. Its price one year from now is given by , where the rate of return r is normally distributed with a mean of 0.1 and a standard deviation of 0.2. With 95% confidence, after rounding, S will be between
选项:
A.$67.57 and $147.99
B.$70.80 and $149.20
C.$74.68 and $163.56
D.$102.18 and $119.53
解释:
Note that this is a two-tailed confidence band, so that α = 1.96. We find the extreme values from $100 The lower limit is then . The upper limit is .
请解析答案,认真听了课,但是完全不会这个题。