問題詳情

14.如果 S1 與 S2 都遵循 geometric Brownian motion，下列敘述何者為真?
(A)Ln(S1+S2) is normally distributed
(B)S1*S2 is lognormally distributed
(C)S1*S2 is normally distributed
(D)S1+S2 is normally distributed

參考答案

答案：B
難度：適中0.5
統計：A(0),B(0),C(0),D(0),E(0)