题目
Assume that the economy can be in three possible states next year: boom, normal, or slow economic growth. An expert source has calculated that P(BOOM) = 0.30, P(NORMAL) = 0.50, P(SLOW) = 0.20. The returns for Stock A, RA; for Stock B, RB, under each of the economic states are provided in the table below. What is the covariance of the returns for Stock A and Stock B?「huixue_img/importSubject/1564169385541767168.png」
选项
A.0.0058
B.0.0069
C.0.0036
D.0.0049
答案
A
解析
「huixue_img/importSubject/1564169385692762112.png」