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
-0.0156
0.0156
0.0178
解释：
另一个协方差的公式cov=E[X1*X2] - E[X1]E[X2]——根据题目：NO.PZ2020010304000014
这里的E(A)和E(B)都等于0.08，E(AB)应该就是表格里数值乘以概率加总吧（这里我有点不确定）？
E[A×B]=0.20×(0.30×0.20)+0.60×(0.10×0.10)+0.20×(−0.20×−0.10)=0.012+0.006+0.004=0.022
COV=E(AB)-E(A)*E(B)=0.022-0.08*0.08=0.156
解析的解法我有点不太懂⁄(⁄ ⁄•⁄ω⁄•⁄ ⁄)⁄