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two stocks A and B. their annual returns are jointly normally distributed, the marginal distribution of each stock has mean 2% and standard deviation of 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%

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关键词：distribution correlation distributed Deviation relation 概率

B，带入correlation的公式就可以算出来，E（x-2%）（3%-2%）/10%810%=0.9

原来是这样，知道了。。。 2# ohmine

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