如果这道题问的是百分比

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NO.PZ201809170400000604

问题如下：

Based on Exhibit 1, the contribution of Asset 2 to Manager C’s portfolio variance is closest to:

选项：

0.0025.

0.0056.

0.0088.

解释：

B is correct. The contribution of an asset to total portfolio variance equals the summation of the multiplication between the weight of the asset whose contribution is being measured, the weight of each asset (x_j), and the covariance between the asset being measured and each asset (C_ij), as follows:

Contribution of each asset to portfolio variance = CV_i

_{$={\textstyle\sum_{j=1}^n}X_jX_iC_{i,j}$}

The contribution of Asset 2 to portfolio variance is computed as the sum of the following products:

分母应该怎么算？列一个3*3的表格然后把所有框里的相加吗

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笛子_品职助教 · 2022年05月21日

嗨，从没放弃的小努力你好：

分母就是portfolio的方差，一般会已知。但是这题无需计算分母。

如果要计算分母的话：用以下公式。也就是同学所理解的，3*3的表格然后把所有框里的相加。

这是基础讲义248-249页例题的改写，老师推荐3*3的表格

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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NO.PZ201809170400000604 问题如下 Baseon Exhibit 1, the contribution of Asset 2 to Manager C’s portfolio varianis closest to: A.0.0025. B.0.0056. C.0.0088. B is correct. The contribution of asset to totportfolio varianequals the summation of the multiplication between the weight of the asset whose contribution is being measure the weight of eaasset (xj), anthe covarianbetween the asset being measureaneaasset (Cij), follows:Contribution of eaasset to portfolio varian= CVi=∑j=1nXjXiCi,j={\textstyle\sum_{j=1}^n}X_jX_iC_{i,j}=∑j=1nXjXiCi,jThe contribution of Asset 2 to portfolio varianis computethe sum of the following procts: 这题是计算absolute risk contribution。请问什么时候应该计算absolute risk contribution，什么时候是用absolute 除以总的risk呢？

2024-10-03 06:50 1 · 回答

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请问这个计算是在哪个知识点里的？

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这道题问的是proportion，是不是还得除以总风险？感觉答案给的是contribution的数字呢？到底什么问法是除以总风险的结果，什么问法是不用除呢？

2020-01-14 10:12 1 · 回答

如果这道题问的是百分比

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