NO.PZ2018070201000067
问题如下:
The return projections have been made by Eunice. an analyst from an investment company, for each of the assets with the same probability of occurrence, which combination of two equally-weighted assets has lowest diversification effect?
选项:
A.Asset A and Asset C.
B.Asset B and Asset C.
C.Asset A and Asset B.
解释:
C is correct.
We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, between A and B is 0.5, and between A and C is -0.5, the higher correlation, the worse diversification.
完全是按照老师的方法输入这几个数字,然后选stata的时候出现1-V,然后再往下按就是error4了,这个是怎么办呢