题目内容

假设股票市场未来有三种状态:熊市、正常、牛市;对应的概率是0.2、0.5、0.3;对应三种状态,股票x的收益率分别是-20%、18%、50%;股票Y的收益率分别是-15%、20%、10%。股票x和股票Y的标准差分别是()。

A. 15%和26%
B. 20%和4%
C. 24%和13%
D. 28%和8%

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