NO.PZ2024120401000017
问题如下：
In running a regression of the returns of Stock XYZ against the returns on the market, the standard deviation of the returns of Stock XYZ is 20%, and that of the market returns is 15%. What is the maximum possible value of beta given that the standard deviation of the returns of Stock XYZ is 20% and those of the market is 15%?
选项：
A.
0.75
B.
1.0
C.
1.33
D.
1.50
解释：
The maximum correlation is 1, therefore:
为什么max correlation为1 线性的correlation不是正无穷到负无穷吗
