[学习疑问] [求指教]求解一道关于回归的题，求高人指教。 standard, expected, 的, stock, returns

JoeyDVivre

题目：Consider tow stocks, A and B. Assume their annual returns are jointly normally distributed, the marginal distribution of each stock has mean 2% and standard deviation 10%, and the correlation is 0.9. What is the expected annual return of stock A if the annual return of stock B is 3%?
a. 2%
b. 2.9%
c. 4.7%
d. 1.1%

求高人指点

Swanand

LZ，我感觉这题嗷嗷熟悉，但是就是一丁点都想不起来了，完全蒙住了~你提示提示这是哪块的知识啊？

hw0799

C  0.047

profil

非常感谢提供的解答。

adehbone

这道题的答案是b哦。

soverby

O(∩_∩)O~客气客气