问题
单项选择题
An analyst does research about standard deviation and gathers the following information about two scenarios:
| Scenario | Probability | Expected rate of return |
| A | 0.40 | -5% |
| B | 0.60 | 10% |
A. 5.29%
B. 7.35%
C. 8.57%
答案
参考答案：B
解析：
平均回报=0.40×(-5%)+0.60×10%=4%；
标准差：[0.40×(-5%-4%)2+0.60×(10%-4%)2]1/2=7.35%。