
1、A预期报酬率=0.9*0.3+0.15*0.4-0.6*0.3=0.27+0.06-0.18=0.15
B.................=0.2*0.3+0.15*0.4+0.1*0.3=0.06+0.06+0.03=0.15
2、A方差=(0.9-0.15)^2*0.3+(0.15-0.15)^2*0.4+(-0.6-0.15)^2*0.3=0.16875+0.16875=0.3375
标准差=0.3375开饥如方=0.5809=58.09%
B方差=(0.2-0.15)^2*0.3+(0.1-0.15)^2*0.3=0.0015
标准差=开方=0.0387=3.87%
3 A标准离差率=0.5809/0.15=3.8727
B.................=0.0387/0.15=0.258
A风险收益率=8%*3.8727=30.98%
B.................=8%*0.258=2.06%
4 A风险预测收益率=15%-6%=9%
B风险预烂辩启测收灶咐益率=15%-6%=9%
6%+8%(15%-6%)=6.72%
5选择B方案 ,风险小