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Nimo. · 2024年03月07日

为什么不选C

  1. CFA I
  2. Portfolio

NO.PZ2018070201000092

问题如下：

Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:


 

选项：

A.

Security A has the highest total risk.

B.

Security B has the highest total risk.

C.

Security C has the highest total risk.

解释：

A is correct.

The total variance of security A is 0.3 2 =0.09

The total variance of security B is  0.25 2 =0.0625

The total variance of security C is  0.25 2 =0.0625

The total variance of A >The total variance of B =The total variance of C.

Security A has the highest total risk.


老师，这是我的解题思路，能帮我看下我错在哪里吗？

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Kiko_品职助教 · 2024年03月09日

嗨，努力学习的PZer你好：


这道题没说非系统性风险三个组合都一样把？衡量total risk 直接算variance或者看standard deviation就可以。

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