解题

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：

Asset A and Asset B.

Asset A and Asset 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，这题能不能从头到尾的解签过程都写出来？解题的逻辑和怎么按计算器？

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Kiko_品职助教 · 2024年03月11日

嗨，从没放弃的小努力你好：

首先要看明白这个表格，以B，C两个资产为例，第一个结果（outcome 1）就相当于B的结果是20%，C的结果是0%，以此类推。

可以用计算器直接解这类题目。首先2nd 7，然后输入X01=20，Y01=0，X02=10，Y02=10....................以此类推。输入结束后，按2nd 8，一直往下按，可以找到r=-1（前两项是a=20，b=-1）.这个r就是B和C的outcome的相关系数，所以是perfectly negatively correlated。

从理解的角度，可以观察到B和C的outcome2和outcome4是完全一样的，而outcome1相当于B在ooutcome2/4的基础上上涨了10%，C下降了10%。同理适用于outcome3，所以B，C的outcome是一个反方向变化。也就是perfectly negatively correlated。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2018070201000066问题如下The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whitwo assets are perfectly negatively correlateA.Asset A anAsset B.B.Asset A anAsset C.C.Asset B anAsset C.C is correct.Asset B anAsset C have returns thare the same for Outcome 2, but the exaopposite returns for Outcome 1 anOutcome 3; therefore, because they move in opposite rections the same magnitu, they are perfectly negatively correlateWe calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, so perfectly negatively correlate2n7，CLR后输入X01=20，Y01=0，X02=10，Y02=10……输入结束后，按2n8，显示1-V，然后显示Error 4，是哪里有错误呢

2024-10-07 22:05 1 · 回答

NO.PZ2018070201000066 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whitwo assets are perfectly negatively correlate A.Asset A anAsset B.Asset A anAsset C.Asset B anAsset C is correct.Asset B anAsset C have returns thare the same for Outcome 2, but the exaopposite returns for Outcome 1 anOutcome 3; therefore, because they move in opposite rections the same magnitu, they are perfectly negatively correlateWe calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, so perfectly negatively correlate 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

2024-02-03 23:16 1 · 回答

NO.PZ2018070201000066 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whitwo assets are perfectly negatively correlate A.Asset A anAsset B.Asset A anAsset C.Asset B anAsset C is correct.Asset B anAsset C have returns thare the same for Outcome 2, but the exaopposite returns for Outcome 1 anOutcome 3; therefore, because they move in opposite rections the same magnitu, they are perfectly negatively correlateWe calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, so perfectly negatively correlate a和b组合时候，为什么有4个outcome值？这个outcome值是代表return？这个组合是a，b，c三个组合。还是两两组合？

2023-11-21 20:05 1 · 回答

NO.PZ2018070201000066 老师，这道题的correlation=-1是怎么求出来的呢？另外完全负相关为啥outcome2和4是相同收益呢？

2021-12-17 15:41 1 · 回答

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