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花卷喵 · 2023年08月22日

关于portion和proportion.

  1. CFA III
  2. Equity

NO.PZ2019012201000066

问题如下：

Selected data on Manager C’s portfolio, which contains three assets, is presentedin Exhibit 1.

Based on Exhibit 1, the proportion of Manager C’s total portfolio variance con tributed by Asset 2 is closest to:

选项：

A.

0.0025

B.

0.0056

C.

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 (xj), and the covariance between the asset being measured and each asset (Cij), as follows:

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

这两个问法求的是同一个东西吗？

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1 个答案

笛子_品职助教 · 2023年08月23日

嗨，努力学习的PZer你好：


Hello，亲爱的同学！


这道题的问题，确实是在问比值。

但是这道题的选项，给的全部都是绝对值。


所以这道题需要把题干的问题改一下就更好了。

原来的题目：

Based on Exhibit 1, the proportion of Manager C’s total portfolio variance con tributed by Asset 2 is closest to:

改为：

Based on Exhibit 1, the Manager C’s total portfolio variance con tributed by Asset 2 is closest to:


同学还是按照书本例题的方式来区分绝对值和比值，考试的时候不会出现这类问题。



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努力的时光都是限量版，加油！

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