单选题 An analyst does research about standard deviation and gathers the following information about two scenarios:
Scenario Probability Expected rate of return
A 0.40 -5%
B 0.60 10%
The expected standard deviation is closest to:
A. 5.29%
B. 7.35%
C. 8.57%

【正确答案】 B
【答案解析】[解析] 平均回报=0.40×(-5%)+0.60×10%=4%；
标准差：[0.40×(-5%-4%)2+0.60×(10%-4%)2]1/2=7.35%。