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No.PZ2021050709000007 (选择题)

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With respect to an equally-weighted portfolio made up of a large number of assets (N=500), the average variance is equal to 0.04 and the average correlation is equal to 0.01. The portfolio deviation is closest to:

您的回答B, 正确答案是: A

A

2.19%

B

不正确1.01%

C

0.44%

Solution: A

考点：组合-Portfolio Risk and Return - Portfolio Risk and Return