The annual profits (dividends, price gains) of 3 different securities 𝑊1, 𝑊2 and 𝑊3 are independ

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answerhappygod
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The annual profits (dividends, price gains) of 3 different securities 𝑊1, 𝑊2 and 𝑊3 are independ

Post by answerhappygod »

The annual profits (dividends, price gains) of 3 different
securities π‘Š1, π‘Š2 and π‘Š3 are independent and normally distributed
with
π‘Š1 ~ 𝑁 (10, 400), π‘Š2 ~ 𝑁 (20, 1500) and π‘Š3 ~ 𝑁 (50, 10000).
Investor 1 keeps 1 copy of π‘Š1 and 2 copies of π‘Š2 as a portfolio.
Investor 2 only holds 1 copy of π‘Š3. Then the probability is that
with the portfolio:
1 ) Investor 1 achieves a positive profit, higher than for
investor 2, true or false
2) Investor 1 achieved a profit of more than 100 euros, higher
than for investor 2. Β Β true or false
Tip: the expected values of the portfolios are the same (namely
=?); then only variances are decisive; possibly sketch
densities
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