问一道题：NO.PZ2015121802000027 [ CFA I ]

B.

10.92%

C.

8.67%

解释：

C is correct.

Correct answer:

${l}\sqrt {{{(0.30)}^2}{{(0.10)}^2} + {{(0.70)}^2}{{(0.15)}^2} + 2(0.30)(0.70)(0.10)(0.15)(-0.70)} = \\\sqrt {0.0009 + 0.011025 - 0.00441} = \sqrt {0.007515} = 0.0867 = 8.67\%$

Incorrect answer:

${l}\sqrt {{{(0.30)}^2}{{(0.10)}^2} + {{(0.70)}^2}{{(0.15)}^2} + 2(0.30)(0.70)(0.10)(0.15)(0.70)} = \\\sqrt {0.0009 + 0.011025 + 0.00441} = \sqrt {0.016335} = 0.1278 = 12.78\%$

${l}\sqrt {{{(0.30)}^2}{{(0.10)}^2} + {{(0.70)}^2}{{(0.15)}^2}} = \\\sqrt {0.0009 + 0.011025} = \sqrt {0.011925} = 0.1092 = 10.92\%$