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
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
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
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
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
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
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?