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[圖片]這道題怎么做呀
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稍等下,計(jì)算好了發(fā)給你
2021 12/20 16:27
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耀杰老師 ![](/wenda/_nuxt/img/reply2.28c7604.png)
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2021 12/20 16:42
期望報(bào)酬率等于30%x20%+10%x50%+5%x20%=12%
標(biāo)準(zhǔn)離差等于{(20%-12%)^2x30%+(10%-12%)^2x50%+(5%-12%)^2x20%}^(1/2)=5.57%
標(biāo)準(zhǔn)離差率等于5.57%/12%=46.42%
風(fēng)險(xiǎn)價(jià)值率等于0.1x46.42%=4.64%
投資報(bào)酬率等于8%+4.64%=12.64%
依次選ACABD
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