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NO.PZ2015121801000092 问题如下 analyst gathers the following information:Whisecurity hthe highest totrisk? A.Security 1. B.Security 2. C.Security 3. is correct.Security 1 hthe highest totvariance; 0.0625 = 0.25 2 compareto Security 2 anSecurity 3 with a totvarianof 0.0400. 这题可以用totsig 平方=(w1sig1)2+(w2sig2)2+2w1w2sig1sig2计算吗
NO.PZ2015121801000092问题如下analyst gathers the following information:Whisecurity hthe highest totrisk?A.Security 1.B.Security 2.C.Security 3.is correct.Security 1 hthe highest totvariance; 0.0625 = 0.25 2 compareto Security 2 anSecurity 3 with a totvarianof 0.0400.老师 想问下,不是说风险和收益率是成正比的嘛,风险越大,收益越大。那这题security1风险最大,为什么相应的收益却不是最大的?
NO.PZ2015121801000092 问题如下 analyst gathers the following information:Whisecurity hthe highest totrisk? A.Security 1. B.Security 2. C.Security 3. is correct.Security 1 hthe highest totvariance; 0.0625 = 0.25 2 compareto Security 2 anSecurity 3 with a totvarianof 0.0400. 我是看懂了totrisk,所以想着是哪个资产的方差最大,哪个风险最大,但看了答案 我就不懂了,求老师解答
这道题为什么又不是算β了呢
老师, 总风险是用stanrviation衡量的, 那其实这题看sigma就好了啊,为什么题目解析里要去算variance呢?