NO.PZ2023091601000036
问题如下：
An investor holds a portfolio
of stocks A and B. The current value, estimated annual expected return and
estimated annual standard deviation of returns are summarized in the table
below：
If the correlation
coefficient of the returns on stocks A and B is 0.3,then the expected value of
the portfolio at the end of this year ,within two standard deviations ,will be
between:
选项：
A.
USD 69,00
and USD 134,400
B.
USD
71,800 and USD 145,400
C.
USD
78,200 and USD 139,000
D.
USD
81,400 and USD 135,800
解释：
找不到视频讲解 能否列一下知识点和解题步骤
