NO.PZ2015121801000068
问题如下:
An analyst has made the following return projections for each of three possible outcomes with an equal likelihood of occurrence:
If the analyst constructs two-asset portfolios that are equally weighted, which pair of assets provides the least amount of risk reduction?
选项:
A.
Asset 1 and Asset 2.
B.
Asset 1 and Asset 3.
C.
Asset 2 and Asset 3.
解释:
A is correct.
An equally weighted portfolio of Asset 1 and Asset 2 has the highest level of volatility of the three pairs. All three pairs have the same expected return; however, the portfolio of Asset 1 and Asset 2 provides the least amount of risk reduction.
[2nd][7]进入data模式,依次输入X01=12,Y01=12;X02=0,Y02=6;X03=6,Y03=0,按完之后[2nd][8]进入STAT模式,按⬇️键,显示error4