Solutions lecture 3 - Bi 1: T sut li nhun % (ri) -10 5 10...

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Bài 1: T su t l i ấ ợ nhu n % (r i ) Xác xu t (p i ) r i x p i p i x (r i - E) 2 -10 0.1 -1 52.9 5 0.2 1 12.8 10 0.3 3 14.7 25 0.4 10 57.6 ∑ = 1 E = ∑ ( r i x p i ) = 13% Var = ∑ p i x (r i - E) 2 = 138 σ = √Var = 11.74% T su t l i nhu n kỳ v ng là 13% cho bi t t su t l i nhu n bình quân. ấ ợ ế ỷ ấ ợ Đ l ch chu n 11.74% cho bi t đ r i ro, m c đ thay đ i c a t su t l i ộ ệ ế ộ ủ ổ ủ ỷ ấ ợ nhu n. Bài 4: C phi u A ế Xác xu t (p i ) T su t l i ấ ợ nhu n % (r i ) r i x p i p i x (r i - E) 2 0.3 11 3.3 4.8 0.4 15 6 0 0.3 19 5.7 4.8 ∑ = 1 E = ∑ ( r i x p i ) = 15% Var = ∑ p i x (r i - E) 2 = 9.6 σ = √Var = 3.098% C phi u B ế Xác xu t (p i ) T su t l i ấ ợ nhu n % (r i ) r i x p i p i x (r i - E) 2 0.2 -5 -1 41.47 0.3 6 1.8 3.47 0.3 14 4.2 6.35 0.2 22 4.4 31.75 ∑ = 1 E = ∑ ( r i x p i ) = 9.4% Var = ∑ p i x (r i - E) 2 = 83.04 σ = √Var = 9.11%
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Solutions lecture 3 - Bi 1: T sut li nhun % (ri) -10 5 10...

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