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chyje2007 · 2018年10月16日

问一道题:NO.PZ2015120604000154 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

三个选项没看出来有什么区别?为什么a选项就是independent呢?

1 个答案

菲菲_品职助教 · 2018年10月16日

同学你好,B选项和C选项描述的都是两个stock来进行对比。只有A选项是对比stock和bond。stock和bond的收益是相对独立的,但stock和stock之间的收益是不独立的,都会跟市场的收益相关。所以说A选项的两个样本是独立的。

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