問題詳情

114. An actuary analyzes a company’s annual personal auto claims, M, and annual commercial auto claims, N. The analysis reveals that Var(M) = 1600, Var(N) = 900, and the correlation between M and N is 0.64.
Calculate Var(M + N).
(A) 768
(B) 2500
(C) 3268
(D) 4036
(E) 4420

參考答案

答案:D

統計:A:0,B:0,C:0,D:0,E:0

難度:計算中