1.
甲:期望报酬率=40%*0.3+20%*0.5=22%
标准差=(18%^2*0.3+2%^2*0.5+22%^2*0.2)^(1/2)=14%
乙:期望报酬率=50%*0.3+20%*0.5-15%*0.2=22%
标准差=(28%^2*0.3+2%^2*0.5+37%^2*0.2)^(1/2)=22.61%
丙:
期望报酬率=60%*0.3+20%*0.5-30%*0.2=22%
标准差
(38%^2*0.3+2%^2*0.5+52%^2*0.2)^(1/2)=31.24%
(1)22
(2)22.61
(3)31.24%/22%=1.42
(4)相等
(5)甲
(6)丙
(7)10%*1.42=14.2%
(8)6%+8%*(14%/22%)=11.09
(9)6%+9%*(22.61%/22%)=15.25%
(10)6%+14.2%=20.2%
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