求助一道关于回归方程的题目

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Consider two stock A and B. Assume their annual returns are jointly normally distributed, the marginal distribution of each stock has mean 2% and standard deviation 10%, and the correlation is 0.9. What is the expected annual return of stock A if the annual return of stock B is 3%?
A. 2%
B. 2.9%
C. 4.7%
D. 1.1%

the answer is B
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关键词：回归方程 distribution correlation distributed Deviation expected standard returns annual

http://www.aos.wisc.edu/~dvimont ... bivariate_notes.pdf

Please use the equation (6) on page 3

2%+0.9*10%*(3%-2%)/10%=2.9%

Can I ask where is this question from?

这不是真题嘛。。。。楼上很好很热心 谢谢

谢谢解答~~