〔(20%-10%)的平方*0.3+(10%-10%)的平方*0.5+(-5%-10%)的平方*0.2〕的二分之一=8.66%求计算过程这是一题求资产收益率标准差的练习题

Question

〔(20%-10%)的平方*0.3+(10%-10%)的平方*0.5+(-5%-10%)的平方*0.2〕的二分之一=8.66%求计算过程
这是一题求资产收益率标准差的练习题

Answer 1

[(20%-10%)²*0.3+(10%-10%)²*0.5+(-5%-10%)²*0.2〕]×(1/2)
=(10%²*0.3+0+15%²*0.2)×(1/2)
=(0.1²*0.3+0.15²*0.2)×0.5
=(0.01*0.3+0.0225*0.2)×0.5
=(0.003+0.0045)×0.5
=0.0075×0.5
=0.00375