NO.PZ2020011303000051
问题如下：
The change in the value of a portfolio over one day is normally distributed with a mean of 0.5 and a standard deviation of 2. What are the mean and standard deviation over ten days? Assume that changes in successive days are independent.
解释：
The mean change is 0.5 × 10 = 5. The standard deviation of the change is 2×10^(1/2) = 6.32
而不是乘以根号10嚒
