NO.PZ2015121802000022
问题如下:
Which of the following measures the relationship between the returns of two risky assets?
选项:
A.range.
B.covariance.
C.standard deviation.
解释:
B is correct.
The covariance measures the extent to which two assets move together over time.
Range is defined as a measure of limits between which an asset return varies, not how assets move together.
Standard deviation is a measure of the volatility of asset return, not how assets move together.
如题