問題詳情
2. Assume that you expect to hold a $20,000 investment for one year. It is forecasted to have a year endvalue of $21,000 with a 30% probability； a year end value of $24,000 with a 45% probability； and a yearend value of $30,000 with a 25% probability. What is the standard deviation of the holding period returnfor this investment?
(A)12.06%
(B)14.36%
(C)16.36%
(D)33.45%
參考答案