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ZAA · 2019年02月02日

问一道题：NO.PZ2015121801000067 [ CFA I ]

  1. CFA I
  2. Portfolio

问题如下图：

选项：

A.

B.

C.

解释：

这是按完哪一个数啊，b是啥a是啥？Δ？
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2 个答案

Shimin_CPA税法主讲、CFA教研 · 2019年02月11日

以A选项资产1、资产2的收益率相关性系数计算为例，打开金融计算器：[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系数=0.5。

Shimin_CPA税法主讲、CFA教研 · 2019年02月02日

计算器按【↓】直到 r 出现，r 代表correlation

如果把两组数画到图中，用一条直线表现两组数据的近似关系，这条直线的斜率为b，beta ，截距为a，alpha 。这是求回归方程要用的参数了，与本题无关。

ZAA · 2019年02月11日

我没懂咋按计算器？？？

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