开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

胡weiwei · 2018年11月30日

问一道题:NO.PZ2015121801000068 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

1和3的组合 1和2有何不同

1 个答案
已采纳答案

Shimin_CPA税法主讲、CFA教研 · 2018年11月30日

虽然1 2 3资产的结果都是12,6,0,但由于顺序不同,所以资产之间的相关性系数不同。相关性系数可以用计算器计算。

以1、2资产的相关性计算为例,在计算器依次输入:

[2nd][7]进入data模式,依次输入X01=12,Y01=12;X02=0,Y02=6;X03=6,Y03=0,

然后[2nd][8]进入STAT模式,一直按下箭头,直到屏幕出现r=,算出来是0.5。说明两组数据的相关性=0.5。

同理,2、3资产的相关性=-1,

1、3资产的相关性为-0.5.


ZHANGDAPENG · 2019年01月12日

麻烦问下这章关于这部分的内容是在哪个视频里

Shimin_CPA税法主讲、CFA教研 · 2019年01月12日

这部分用的还是数量的知识,组合里面在R39. risk and return of individual investment 提了一下

  • 1

    回答
  • 5

    关注
  • 530

    浏览
相关问题

NO.PZ2015121801000068 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection. 我用计算器算出来1 2的r=0.5,1 3的r=-0.5,为什么是选择0.5而不是-0.5

2024-10-05 01:03 1 · 回答

NO.PZ2015121801000068问题如下analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection.这个题怎么判断risk ction 用计算器的话

2024-07-31 16:17 1 · 回答

NO.PZ2015121801000068 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection. 2资产取最大的时候3取最小,为什么2和3 不对呢

2024-07-15 09:48 1 · 回答

NO.PZ2015121801000068 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection. 这题也是求组合的相关系数r对吧?相关性越大,越不能rerisk

2024-07-10 18:35 1 · 回答

NO.PZ2015121801000068问题如下analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection.[2n[7]进入ta模式,依次输入X01=12,Y01=12;X02=0,Y02=6;X03=6,Y03=0,然后[2n[8]进入STAT模式,出现1-V,然后按向下箭头,就出现error提示了,请问这是怎么回事啊?

2024-06-26 16:10 1 · 回答