Calculate the expected return and the variance of returns on the market portfolio if 30%, 10%, and -5% are the market return in different scenarios, 0.3, 0.5, and 0.2 are probabilities of the occurrence of each scenario.
A、13%;1.46%;
B、12%;1.46%;
C、12%;1.56%;
D、13%;1.56%
发布时间:2024-12-18 23:52:07