问题如下图:
选项:
A.
B.
C.
解释:
您好老师,请问总风险应该是系统性风险+非系统性风险吧,为什么只用
delta^2进行衡量呢?不需要加上beta么?
NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. 方差怎么计算
NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. 老师,这是我的解题思路,能帮我看下我错在哪里吗?
NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. totrisk是用方差来衡量的吗
NO.PZ2018070201000092问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk.B.Security B hthe highest totrisk.C.Security C hthe highest totrisk.A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk.c项expectereturn最高,不是就是risk最高
NO.PZ2018070201000092问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk.B.Security B hthe highest totrisk.C.Security C hthe highest totrisk.A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk.题目有问题,给的条件不全。是软件的问题?