免費(fèi)問(wèn)答

您好， (1)甲項(xiàng)目收益率的期望值=0.3×20%+0.5×10%+0.2×5%=12% 乙項(xiàng)目收益率的期望值=0.3×30%+0.5×10%+0.2×(-5%)=13% (2)甲項(xiàng)目收益率的標(biāo)準(zhǔn)差=[(20%-12%)2×0.3+(10%-12%)2×0.5+(5%-12%)2×0.2]1/2=5.57% 乙項(xiàng)目收益率的標(biāo)準(zhǔn)差=[(30%-13%)2×0.3+(10%-13%)2×0.5+(-5%-13%)2×0.2]1/2=12.49% (3)因?yàn)榧滓覂蓚€(gè)項(xiàng)目的期望值不同,所以應(yīng)當(dāng)比較二者的標(biāo)準(zhǔn)離差率進(jìn)而比較風(fēng)險(xiǎn)的大小 甲項(xiàng)目的標(biāo)準(zhǔn)離差率=5.57%/12%×100%=46.42% 乙項(xiàng)目的標(biāo)準(zhǔn)離差率=12.49%/13%×100%=96.08% 因?yàn)橐翼?xiàng)目的標(biāo)準(zhǔn)離差率大于甲項(xiàng)目的標(biāo)準(zhǔn)離差率,所以乙項(xiàng)目的風(fēng)險(xiǎn)大于甲項(xiàng)目。