NO.PZ2023091601000016
问题如下：
An economic analyst as
calculated the probabilities of three possible states for the economy next year：growth ,normal ,and recession .A bank analyst
has estimated the possible returns on two stocks, A and B, in each of the three
scenarios shown in the following table：
Given that the
standard deviation of the estimated returns on stocks A and B are 16.0%
and9.8%,respectively,what is the covariance of the estimated returns on stocks
A and B? (Important)
选项：
A.
-0.0187
B.
-0.0156
C.
0.0156
D.
0.0178
解释：
能否列出过程公式呢？
