A股票和B股票在5种不同经济状况下预期报酬率的概率分布如下表所示:
分别计算A股票和B股票报酬率的期望值及其标准离差。
正确答案:
A.股票报酬率的期望值=0.2×0.3+0.2×0.2+0.2×0.1+0.2×0+0.2×(-0.1)=0.1=10%
B.股票报酬率的期望值=0.2×(-0.45)+0.2×(-0.15)+0.2×0.15+0.2×0.45+0.2×0.75=0.15=15%
A股票报酬率的标准离差=〔(0.3-0.1)2×0.2+(0.2-0.1)2×0.2+(0.1-0.1)2×0.2+(0-0.1)2×0.2+(-0.1-0.1)2×0.2〕1/2=14.14%
B.股票报酬率的期望值=0.2×(-0.45)+0.2×(-0.15)+0.2×0.15+0.2×0.45+0.2×0.75=0.15=15%
A股票报酬率的标准离差=〔(0.3-0.1)2×0.2+(0.2-0.1)2×0.2+(0.1-0.1)2×0.2+(0-0.1)2×0.2+(-0.1-0.1)2×0.2〕1/2=14.14%

答案解析:有

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