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Terry1988 · 2024年02月03日

按照计算器操作算出来不对

NO.PZ2018070201000066

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 two assets are perfectly negatively correlated?

选项:

A.

Asset A and Asset B.

B.

Asset A and Asset C.

C.

Asset B and Asset C.

解释:

C is correct.

Asset B and Asset C have returns that are the same for Outcome 2, but the exact opposite returns for Outcome 1 and Outcome 3; therefore, because they move in opposite directions at the same magnitude, they are perfectly negatively correlated.

We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, so perfectly negatively correlated.

老师,我按照说明按了计算器,最后算出来r=-0.2,试了好几次都是这个数字

1 个答案

Kiko_品职助教 · 2024年02月05日

嗨,努力学习的PZer你好:


看下是不是计算器没有清除掉之前的数据。按完2nd-7,之后按下2nd-CE|C,将所有之前的数据清除掉,然后再输入试试。

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