专业、全面、易懂的全领域名词百科

Aninvestorinvests30%ofhiswealthinariskyassetwithanexpectedrateofreturnof0.13andavarianceof0.03and70%inaT-billthatpays6%.Hisportfolio'sexpectedreturnandstandarddeviationare_and__,respectively.

题型：单选题

选项

A. A.0.114; 0.128

B. B.0.087; 0.063

C. C.0.295; 0.125

D. D.0.081; 0.052

正确答案：D

Aninvestorinvests30%ofhiswealthinariskyassetwithanexpectedrateofreturnof0.13andavarianceof0.03and70%inaT-billthatpays6%.Hisportfolio'sexpectedreturnandstandarddeviationare___and____,respectively.