金沁汐 · 2023年04月21日
NO.PZ2017092702000072
问题如下：
Given a portfolio of five stocks, how many unique covariance terms, excluding variances, are required to calculate the portfolio return variance?
选项：
A.
10
B.
20
C.
25
解释：
A is correct.
A covariance matrix for five stocks has 5 × 5 = 25 entries. Subtracting the 5 diagonal variance terms results in 20 off-diagonal entries. Because a covariance matrix is symmetrical, only 10 entries are unique (20/2 = 10)
根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种
这个题是依据哪个部分讲的
星星_品职助教 · 2023年04月21日
同学你好，
这道题考察的是covariance的知识点。这个公式实际上就是5C2，这样记忆比较简单。
题目可以理解为：现在有五只股票，每两两组合就会有一个covariance，最后一共有多少个covariance。也就是在问五只股票中，两两组合有多少种可能。
题干中的“unique covariance terms”说明了不需要考虑顺序，即Cov1,2=Cov2,1，这两项只能当成一个““unique covariance terms”来考虑。所以不考虑前后顺序，用组合（而不是排列）来解题，即5个中无顺序的选2个，得到5C2。
5C2直接按计算器就可以了，顺序为输入“5”，按“2nd”+最右侧一列的加号键，再输入“2”，直接按等号即可得到结果10。
这种题目按照上述处理即可，是最快捷的方法。
NO.PZ2017092702000072 问题如下 Given a portfolio of five stocks, how many unique covarianterms, exclung variances, are requireto calculate the portfolio return variance? A.10 B.20 C.25 A is correct.A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10)根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 是要求这个portfolio的variance，那就应该知道五个数的variance, 还有五个数两两组合的covariance。covariance是10个，但是不是还有五个variance吗，应该是15个才对啊？
NO.PZ2017092702000072 问题如下 Given a portfolio of five stocks, how many unique covarianterms, exclung variances, are requireto calculate the portfolio return variance? A.10 B.20 C.25 A is correct.A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10)根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 how many unique covarianterms, exclung variances - 可以仔细讲解一下这句什么意思吗？我觉得这道题和讲义给出的Combination的定义以及例题都不太一样，很难理解...
NO.PZ2017092702000072问题如下Given a portfolio of five stocks, how many unique covarianterms, exclung variances, are requireto calculate the portfolio return variance? A.10 B.20 C.25 A is correct.A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10)根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 請問哪裡判斷出是兩兩組合？謝謝。
NO.PZ2017092702000072 20 25 A is correct. A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10) 根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 可以详细讲一下吗？我觉得用20 C 5就可以算。但还想听一下具体的解题思路。
