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算期望報(bào)酬率和標(biāo)準(zhǔn)差,標(biāo)準(zhǔn)離差率
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你好
?甲股票收益率的期望值:0.3×60%+0.2×40%+0.3×20%+0.2×(-10%)=30%?
乙股票收益率的期望值:0.3×50%+0.2×30%+0.3×10%+0.2×(-15%)=21%?
甲股票收益率的標(biāo)準(zhǔn)差=[(60%-30%)^2*0.3+(40%-30%)^2*0.2+(20%-30%)^2*0.3+(-10%-30%)^2*0.2]^(1/2)=25.3%
乙股票收益率的標(biāo)準(zhǔn)差=[(50%-21%)^2*0.3+(30%-21%)^2*0.2+(10%-21%)^2*0.3+(-15%-21%)^2*0.2]^(1/2)=23.75%
甲股票收益率的標(biāo)準(zhǔn)離差率=標(biāo)準(zhǔn)差/期望值=25.30%/30%=0.84?
乙股票收益率的標(biāo)準(zhǔn)離差率=23.75%/21%=1.13
2023 09/15 13:09
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