参考答案

(1)证券x的预期收益率=0.3×(-5%)+0.4×3%+0.3×15%=4.2%
证券x的收益率的方差=0.3×(-5%-4.2%)²+0.4×(3%-4.2%)²+0.3×(15%-4.2%)²=0.61%
证券Y的预期收益率=0.2×(-7%)+0.6×0%+0.2×8%=0.2%
证券Y的收益率的方差=0.2×(-7%-0.2%)²+0.6×(0%-0.2%)²+0.2×(8%-0.2%)²=0.23%
(2)方法同第6题，不再重复。