标题: [学习疑问] [求指教]求解一道关于回归的题，求高人指教。 [打印本页]

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作者: JoeyDVivre    时间: 2012-6-15 10:49     标题: [求指教]求解一道关于回归的题，求高人指教。

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

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作者: Swanand    时间: 2012-6-15 10:49

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？

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作者: hw0799    时间: 2012-6-15 10:49

C  0.047

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作者: profil    时间: 2012-6-15 10:49

非常感谢提供的解答。

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作者: adehbone    时间: 2012-6-15 10:49

这道题的答案是b哦。

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作者: soverby    时间: 2012-6-15 10:49

O(∩_∩)O~客气客气

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