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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
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An analyst is studying a stock that is currently trading at $35. The analyst estimates that there is 33% probability that the stock will trade at $50 after one year, a 20% probability that the stock will trade at $42, and a 47% probability that the stock will trade at $20. What is the volatility of this stock return? 答案是方差=E(X^2)=15.46%,有点晕了,均值是E(X),第二个不是E(X^2)=15.46%吗?为什么用方差=E(X^2)-E(X)^2=15.46%-2%^2 算出来的波动率会不一样?
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