NO.PZ2023091601000114
问题如下：
Consider two stocks, 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%?
选项：
A.2%
B.2.9%
C.4.7%
D.1.1%
解释：
不太确定是用哪个知识点
