[单选题]

The current price of Bosto shares is €50. Over the coming year, there is a 40% probability that share returns will be 10%, a 40% probability that share returns will be 12.5%, and a 20% probability that share returns will be 30%. Bosto's expected return and standard deviation of returns for the coming year are closest to:
   Expected return    Standard deviation

A.15.0%      7.58%

B.17.5%      5.75%

C.17.5%      7.58%

参考答案与解析: